[R] How to calculate random matrices from the multivariate normal distribution
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 could do this? Thank you. Juan Carlos Quiroz Instituto de Fomento Pesquero Blanco 839 Valparaiso, CHILE. Casilla 8V Office: 56+032-322497 Email: [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] How to calculate random matrices from the multivariate normal distribution
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 could do this? You probably want the mvrnorm function from the MASS package. Duncan Murdoch __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] How to calculate random matrices from the multivariate normal distribution
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 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 could do this? Thank you. Juan Carlos Quiroz Instituto de Fomento Pesquero Blanco 839 Valparaiso, CHILE. Casilla 8V Office: 56+032-322497 Email: [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
