Message-ID: <4A11529A.3050105@biostat.ku.dk>
Date: 2009-05-18T12:20:42Z
From: Peter Dalgaard
Subject: Simulation from a multivariate normal distribution
In-Reply-To: <39B6DDB9048D0F4DAD42CB26AAFF0AFA074499EC@usctmx1106.merck.com>
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]]
>>
--
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