random number generator
I have an inquire about the RNG in R It is known that when we use the " rnorm " function , we pass the arguments : 1- number of variables to be generated 2- mean vector of the normal random errors. 3- standard deviation vector of the normal random errors. my question is the following Is the a way (a function) in R that we could specify the covariance matrix in step 3, instead of the standard deviation vector of the normal random errors, since we want to generate multivariate correlated random data. many thanks A. mami -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._