[R] Creating correlated multivariate dataset

sk
Mon, 16 Jun 2008 17:46:28 -0000

Hello list,
  I am trying to test a model but for the beginning I want to do this by using
simulated dataset. The model is
  Y_t = X_t %*% beta + e
  Where Y : (Nx1); X: (Nxp); beta: (0.6,0.3,0.1); e-uncorrelated normally
distributed variates for each t. and later I want to use to use this dataset in
a BUGS model to estimate the betas.
  Thank you for you consideration.


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