Hi all,
rmvnorm()can be used to generate the random numbers from a multivariate
normal distribution with specified means and covariance matrix, but i want
to specify the correlation matrix instead of covariance matrix for the
multivariate
normal distribution.
Does anybody know how to generate the random numbers from a multivariate
normal distribution with specified correlation matrix? What about
other non-normal
distribution?
Thanks a lot.
--
-----------------
Jane Chang
Queen's
[[alternative HTML version deleted]]
______________________________________________
R-help@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.
