[R] Simulation from a multivariate normal distribution

[Uwe Ligges]

Barbara.Rogo at uniroma1.it wrote:
> I must to create an array with dimensions 120x8x500. Better I have to make 500 simulations of 8 series of return from a multivariate
> normal distribution. there's the command "mvrnorm" but how I can do this repeating the simulation 500 times?"


?replicate

Uwe Ligges


> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.