[R] How to generate two dimensional random variable for normal distributed

Bernd Weiss
Thu, 17 May 2007 07:15:44 -0000

Am 16 May 2007 um 23:20 hat Patrick Wang geschrieben:

Date sent:      	Wed, 16 May 2007 23:20:25 -0700 (PDT)
From:           	"Patrick Wang" <pwang at berkeley.edu>
To:             	r-help at stat.math.ethz.ch
Subject:        	[R] How to generate two dimensional random variable
for normal
	distributed

> Hi,
>
> I can use runif to generate 1 dimensional random variables,
>
> assume the dimesion of the random variable is 2, X(x1, x2), how do I
> generate the  2 dimensional random variable with normal distribution?

library(MASS)
?mvrnorm

HTH,

Bernd