RSiteSearch("random multivariate normal") produced 82 hits, the fourth of which was for "multivariate normal distribution", function pmvnorm in library mvtnorm, which also includes a function rmvorm, that should do what you want.
Buena suerte. spencer graves Juan Carlos Quiroz Espinosa wrote: > Hi R users, > > I am trying to calculate MonteCarlo from the multivariate normal > distribution. I am utilizing the parameters vector (how mean) and > covariance matrix (or 1/hessian) how input. > > Can anyone provide guidance on how I could do this? > > Thank you. > > ************************************************ > Juan Carlos Quiroz > Instituto de Fomento Pesquero > Blanco 839 > Valparaiso, CHILE. > Casilla 8V > Office: 56+032-322497 > Email: [EMAIL PROTECTED] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html