On 10/04/20 12:09 pm, Bernard Comcast wrote:
I want to create a Monte Carlo simulation with 4 input parameters that are correlated with each other. The parameters have normal distributions and the variance/covariance matrix is known. Are there any R functions available to generate such correlated normal random variables?
?MASS::mvrnorm ?mvtnorm::rmvnorm There may be others! cheers, Rolf Turner -- Honorary Research Fellow Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276 ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
