search for: corr2data

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2008 May 09
1
Multivariate simulation
Dear everyone, I am having problem simulating multivariate data. Though I was able to simulate the data, but finding the variance-covariance matrix of simulated data did not give exact covariance matrix used in simulating the data. Unlike some other packages, like stata, using command "corr2data" will simulate data having the covariance matrix exactly with the specified covariance matrix. I used "mvrnorm(n, means, covariance)" Is there any syntax in R to use to give me what I want? Thanks --------------------------------- [[elided Yahoo spam]] [[alternative...