Check out the function "mvrnorm" in package MASS.
library(MASS)
?mvrnorm
Ravi.
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Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email: rvaradhan at jhmi.edu
Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
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-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of David Kaplan
Sent: Thursday, April 26, 2007 2:49 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Simple plot question
Hi,
I have been searching and can't seem to find a simple command that will
allow me to sample from a multivariate normal distribution with known
covariance matrix. I am likely missing something.
Thanks in advance.
David
--
==========================================================================David
Kaplan, Ph.D.
Professor
Department of Educational Psychology
University of Wisconsin - Madison
Educational Sciences, Room, 1061
1025 W. Johnson Street
Madison, WI 53706
email: dkaplan at education.wisc.edu
homepage: http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm
Phone: 608-262-0836
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