Message-ID: <Pine.LNX.4.61.0508131256390.25275@gannet.stats>
Date: 2005-08-13T11:57:56Z
From: Brian Ripley
Subject: simulate the data set having the same covariance matrix
In-Reply-To: <200508131034.j7DAYERh021056@hypatia.math.ethz.ch>
library(MASS)
?mvrnorm
Note the 'empirical' argument.
On Sat, 13 Aug 2005, Glazko, Galina wrote:
> 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.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595