Re: [R] Simulation from a multivariate normal distribution

Mon, 18 May 2009 05:41:07 -0700 

Liaw, Andy wrote:

Check out the help page for replicate().
Andy 

Or the 'n' argument to mvrnorm (or mvtnorm::rmvnorm for that matter)...


From: barbara.r...@uniroma1.it
I must to create an array with dimensions 120x8x500. Better I have to make 500 simulations of 8 series of return from a multivariate normal distribution. there's the command "mvrnorm" but how I can do this repeating the simulation 500 times?" 
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