[R] simulation from a bivariate normal distribution

[Peter Dalgaard BSA]

Prof Brian D Ripley <ripley at stats.ox.ac.uk> writes:

> On Wed, 5 Apr 2000, Joaquim Ramalho wrote:
> 
> > 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.
> 
> mvrnorm in package MASS (part of the VR bundle).
> 
> mvrnorm(2, c(0,0), matrix(c(0.25, 0.20, 0.20, 0.25), 2,2))
> 
> seems what you want (mean 0?)

... and a less general solution for this particular case would be

rnorm(1,sd=sqrt(0.20)) + rnorm(2,sd=sqrt(0.05))

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._