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
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
