Dear All many thanks for your kind help and quick response. I actually used the same code (but as rmvnorm in library mvtnorm) to generate data. But I was not sure since I thought I might have to do some decomposition of the matrix and then generate the data. But now it is confirmed.
with many thanks again and regards M. R. Ahmad Dear All I want to generate multivariate normal data in R for a given covariance matrix, i.e. my generated data must have the given covariance matrix. I know the rmvnorm command is to be used but may be I am failing to properly assign the covariance matrix. Any help will be greatly appreciated thanks. M. R. Ahmad ______________________________________________ [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 and provide commented, minimal, self-contained, reproducible code.
