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Message-ID: <200508131034.j7DAYERh021056@hypatia.math.ethz.ch>
Date: 2005-08-13T10:34:11Z
From: Glazko, Galina
Subject: simulate the data set having the same  covariance matrix

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