[R] simulation from a bivariate normal distribution

[Joaquim Ramalho]

Hi,

I need to generate two normal variables with covariance matrix:

0.25,    0.20
0.20,    0.25

but I have no idea how to do that.

Can anyone help me?

Thanks,

Joaquim

----------------------------------------------------------------------------
----------
Joaquim J. S. Ramalho
University of Bristol
Department of Economics
8 Woodland Road
Bristol BS8 1TN
United Kingdom
----------------------------------------------------------------------------
----------
E-mail: J.J.Ramalho at bristol.ac.uk
Home page: http://www.decon.uevora.pt/docente/JRamalho
----------------------------------------------------------------------------
----------

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._