Dear all, I need to generate numbers from multivariate normal with large dimensions (5,000,000). Below is my code and the error I got from R. Sigma in the code is the covariance matrix. Can anyone give some idea on how to take care of this error. Thank you. Hannah
> m <- 5000000 > m1 <- 0.5*m > rho <- 0.5 > Sigma <- rho* matrix(1, m, m)+diag(1-rho, m) Error in matrix(1, m, m) : too many elements specified > mu <- c(rep(2, m1), rep(0, m-m1)) > x.mod1 <- mvrnorm(n = 1, mu, Sigma, tol = 1e-6, empirical = FALSE) Error in mvrnorm(n = 1, mu, Sigma, tol = 1e-06, empirical = FALSE) : incompatible arguments [[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.