library(MASS) ?mvrnorm Note the 'empirical' argument. On Sat, 13 Aug 2005, Glazko, Galina wrote:
> I have the set of multidimensional vectors X1,.,Xn and I need to > simulate the data set having the same covariance matrix, as for X1,.., > Xn. > > Do someone know how it can be done in R? > I appreciate your help. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
