[R] help about random generation of a Normal distribution of several variables
Gavin Simpson
gavin.simpson at ucl.ac.uk
Sat Jul 5 18:43:46 CEST 2008
On Sat, 2008-07-05 at 18:21 +0200, Arnau Mir wrote:
> Hello.
>
> Somebody knows how can I generate a set of n random vectors of a normal
> distribution of several variables?
> For example, I want to generate n=100 random vectors of two dimensions for
> a normal with mean c(0,1) and variance matrix: matrix(c(2,1,1,3),2,2).
One is mvrnorm() in the MASS package, part of the VR bundle that comes
with R.
> require(MASS)
> mu <- c(0,1)
> Sigma <- matrix(c(2,1,1,3),2,2)
> res <- mvrnorm(100, mu = mu, Sigma = Sigma)
> head(res)
[,1] [,2]
[1,] 2.7582876 1.04208798
[2,] 0.6364184 -0.08043244
[3,] -1.8897731 0.04051395
[4,] 2.6699881 0.83163661
[5,] -1.1942385 -1.17503716
[6,] -0.4303459 -0.80880649
HTH
G
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