Simulation from a multivariate normal distribution

Peter Dalgaard · 2009-05-18T12:20:42Z

Liaw, Andy wrote: > Check out the help page for replicate(). > > Andy Or the 'n' argument to mvrnorm (or mvtnorm::rmvnorm for that matter)... > From: Barbara.Rogo at uniroma1.it >> 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?" >> [[alternative HTML version deleted]] >> -- O__ ----

Peter Dalgaard

Mon, May 18, 2009 5:20 AM

Liaw, Andy wrote:

Or the 'n' argument to mvrnorm (or mvtnorm::rmvnorm for that matter)...

O__  ---- Peter Dalgaard             ?ster Farimagsgade 5, Entr.B
   c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
  (*) \(*) -- University of Copenhagen   Denmark      Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)              FAX: (+45) 35327907

Thread (4 messages)

Barbara.Rogo at uniroma1.it Simulation from a multivariate normal distribution May 18 Liaw, Andy Simulation from a multivariate normal distribution May 18 Uwe Ligges Simulation from a multivariate normal distribution May 18 Peter Dalgaard Simulation from a multivariate normal distribution May 18