look at:
help("mvrnorm", package = "MASS")
help("rmnorm", package = "mnormt")
help("rmvnorm", package = "mvtnorm")
I hope it helps.
Best,
Dimitris
----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
http://www.student.kuleuven.be/~m0390867/dimitris.htm
Quoting Tolga Uzuner <tolga at coubros.com>:
> Dear Fellow R Users,
>
> If I have an NxN correlation matrix and want to generate N correlated
>
> random variables N(0,1), is there a simply package in R I can use ?
>
> Thanks,
> Tolga
>
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