Peng Zhang <[EMAIL PROTECTED]> writes:
> Hi,
>
> Are there some packages which can generate multi-normal, multi-t, etc
> multivariate sampling? thanks!
>
> Best wishes,
> Peng
This was discussed here in October. For the multivariate T you can use
rmvt <- function(corr,df)
rmvnorm(n,sigma=corr)/sqrt(rchisq(n,df)/df)
(R.Koenker, correcting my suggestion). I believe rmvnorm came from the
mvtnorm package but there's also mvrnorm in library(MASS).
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907
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