Hi, I need to generate two normal variables with covariance matrix: 0.25, 0.20 0.20, 0.25 but I have no idea how to do that. Can anyone help me? Thanks, Joaquim ---------------------------------------------------------------------------- ---------- Joaquim J. S. Ramalho University of Bristol Department of Economics 8 Woodland Road Bristol BS8 1TN United Kingdom ---------------------------------------------------------------------------- ---------- E-mail: J.J.Ramalho at bristol.ac.uk Home page: http://www.decon.uevora.pt/docente/JRamalho ---------------------------------------------------------------------------- ---------- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Prof Brian D Ripley
2000-Apr-05 09:20 UTC
[R] simulation from a bivariate normal distribution
On Wed, 5 Apr 2000, Joaquim Ramalho wrote:> Hi, > > I need to generate two normal variables with covariance matrix: > > 0.25, 0.20 > 0.20, 0.25 > > but I have no idea how to do that.mvrnorm in package MASS (part of the VR bundle). mvrnorm(2, c(0,0), matrix(c(0.25, 0.20, 0.20, 0.25), 2,2)) seems what you want (mean 0?) -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._