[R] Generating Correlated Random Variables

Dimitrios Rizopoulos Dimitris.Rizopoulos at med.kuleuven.be
Sun Jun 25 23:31:39 CEST 2006

look at: 

help("mvrnorm", package = "MASS")
help("rmnorm", package = "mnormt")
help("rmvnorm", package = "mvtnorm")

I hope it helps.


Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/

Quoting Tolga Uzuner <tolga at coubros.com>:

> Dear Fellow R Users,
> If I have an NxN correlation matrix and want to generate N correlated
> random variables N(0,1), is there a simply package in R I can use ?
> Thanks,
> Tolga
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