Re: [R] Simulation from a multivariate normal distribution

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 mul

Re: [R] Simulation from a multivariate normal distribution

barbara.r...@uniroma1.it wrote: 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?" ?replicate Uwe

Re: [R] Simulation from a multivariate normal distribution

Check out the help page for replicate(). Andy 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

[R] Simulation from a multivariate normal distribution

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?" [[alternative HTML version deleted]] ___