[Lign251] multivariate normal distribution

Roger Levy rlevy at ucsd.edu
Sun Nov 30 09:26:56 PST 2008


Leslie Lee wrote:
> hi,
> 
> for question 6.3 of the homework, how do we generate sample datasets from
> a multivariate normal distribution? the regular normal distribution
> doesn't require a variance-covariance matrix...

Hi Leslie,

I guess this is a late answer...anyway, try

> library(mvtnorm)
> ?rmvnorm

and look at the examples at the end of the help page.

Let me know if you have more questions about it!

Roger


-- 

Roger Levy                      Email: rlevy at ling.ucsd.edu
Assistant Professor             Phone: 858-534-7219
Department of Linguistics       Fax:   858-534-4789
UC San Diego                    Web:   http://ling.ucsd.edu/~rlevy



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