Barbara.Rogo at uniroma1.it
2009-May-18 12:00 UTC
[R] Simulation from a multivariate normal distribution
I must to create an array with dimensions 120x8x500. Better I have to make 500 simulations of 8 series of return from a multivariate normal distribution. there's the command "mvrnorm" but how I can do this repeating the simulation 500 times?" [[alternative HTML version deleted]]
Check out the help page for replicate(). Andy From: Barbara.Rogo at uniroma1.it> > I must to create an array with dimensions 120x8x500. Better I > have to make 500 simulations of 8 series of return from a multivariate > normal distribution. there's the command "mvrnorm" but how I > can do this repeating the simulation 500 times?" > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >Notice: This e-mail message, together with any attachme...{{dropped:12}}
Barbara.Rogo at uniroma1.it wrote:> I must to create an array with dimensions 120x8x500. Better I have to make 500 simulations of 8 series of return from a multivariate > normal distribution. there's the command "mvrnorm" but how I can do this repeating the simulation 500 times?"?replicate Uwe Ligges> [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.