Re: [R] How to calculate random matrices from the multivariate normal distribution

2005-06-17 Thread Spencer Graves
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 Qu

Re: [R] How to calculate random matrices from the multivariate normal distribution

2005-06-17 Thread Duncan Murdoch
On 6/17/2005 11:03 AM, 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