R help - Apr 2020 - Correlated sampling

I want to create a Monte Carlo simulation with 4 input parameters that are
correlated with each other. The parameters have normal distributions and the
variance/covariance matrix is known. Are there any R functions available to
generate such correlated normal random variables?

Bernard
Sent from my iPhone so please excuse the spelling!"

On 10/04/20 12:09 pm, Bernard Comcast wrote:
> I want to create a Monte Carlo simulation with 4 input parameters
> that are correlated with each other. The parameters have normal
> distributions and the variance/covariance matrix is known. Are there
> any R functions available to generate such correlated normal random
> variables?
?MASS::mvrnorm

?mvtnorm::rmvnorm

There may be others!

cheers,

Rolf Turner

-- 
Honorary Research Fellow
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276