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multivariate random variable
3 messages · Anera Salucci, Mehmet Suzen, Greg Snow
You can use mvtnorm package http://cran.r-project.org/web/packages/mvtnorm/index.html
-----Original Message----- From: r-help-bounces at r-project.org
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On Behalf Of Anera Salucci Sent: 01 November 2011 11:22 To: r-help at r-project.org Subject: [R] multivariate random variable Dear All, How can I generate multivariate random variable (not multivariate
normal
) I am in urgent [[alternative HTML version deleted]]
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Your question is a bit too general to give a useful answer. One possible answer to your question is:
mrv <- matrix( runif(1000), ncol=10 )
Which generates multivariate random observations, but is unlikely to be what you are really trying to accomplish. There are many tools for generating multivariate random data including Metropolis-Hastigns, Gibbs sampling, rejection sampling, conditional generation, copulas, and many others, which one will be best (or which combination will be best) depends on what you are actually trying to accomplish. -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Anera Salucci Sent: Tuesday, November 01, 2011 5:22 AM To: r-help at r-project.org Subject: [R] multivariate random variable Dear All, ? How can I generate multivariate random variable (not multivariate normal ) ? I am in urgent