On Sat, 2008-07-05 at 18:21 +0200, Arnau Mir wrote: > Hello. > > Somebody knows how can I generate a set of n random vectors of a normal > distribution of several variables? > For example, I want to generate n=100 random vectors of two dimensions for > a normal with mean c(0,1) and variance matrix: matrix(c(2,1,1,3),2,2).
One is mvrnorm() in the MASS package, part of the VR bundle that comes with R. > require(MASS) > mu <- c(0,1) > Sigma <- matrix(c(2,1,1,3),2,2) > res <- mvrnorm(100, mu = mu, Sigma = Sigma) > head(res) [,1] [,2] [1,] 2.7582876 1.04208798 [2,] 0.6364184 -0.08043244 [3,] -1.8897731 0.04051395 [4,] 2.6699881 0.83163661 [5,] -1.1942385 -1.17503716 [6,] -0.4303459 -0.80880649 HTH G ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.