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
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