R help - Jun 2005 - 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: jquiroz at ifop.cl

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

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: jquiroz at ifop.cl
> 
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