BTW, can you recommend a book on statistical simulations? I want to know more on how to generate random numbers from distributions, how to generate the theoretical models,... Thanks a lot.
2010/8/24 Michael Dewey <m...@aghmed.fsnet.co.uk> > At 02:40 24/08/2010, rusers.sh wrote: > >> 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. >> > > Jane, perhaps I misunderstand you but the correlation matrix is a > covariance matrix > > > Does anybody know how to generate the random numbers from a multivariate >> normal distribution with specified correlation matrix? What about >> other non-normal >> distribution? >> > > There is corcounts for correlated count variables and a couple of packages > for correlated binary variables, search the packages list for correlated for > details. I have not used any of these so can offer no recommendations. > > Thanks a lot. >> >> -- >> ----------------- >> Jane Chang >> Queen's >> >> [[alternative HTML version deleted]] >> > > Michael Dewey > m...@aghmed.fsnet.co.uk > http://www.aghmed.fsnet.co.uk/home.html > > -- ----------------- 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.
