simulate the data set having the same covariance matrix

Sat, Aug 13, 2005 3:34 AM

Dear list,

I have the set of multidimensional vectors X1,.,Xn and I need to simulate the data set having the same  covariance matrix, as for X1,.., Xn.

Do someone know how it can be done in R?
I appreciate your help.

Best regards
Galina

Thread (2 messages)

Glazko, Galina simulate the data set having the same covariance matrix Aug 13 Brian Ripley simulate the data set having the same covariance matrix Aug 13