Simulation from a multivariate normal distribution

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Check out the help page for replicate().

Andy 

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?"
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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?"
?replicate

Uwe Ligges
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______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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             ?ster Farimagsgade 5, Entr.B
   c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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