Hello, I'm a new user to R and need some help coding a mathmatically simple aggregation of normal distributions. I have three normal distributions: A ~ N(8.51, 4.24^2) B ~ N(7.57, 3.62^2) C ~ N(10.84, 6.59^2) with correlation coefficients of: rho(AB) = 0.710 rho(AC) = 0.263 rho(BC) = 0.503 and I want to simulate Z = A + B + C, showing the results on a plot and fitting a distribution to the simulated data. I would like to write a semi-generalised code so that the distributions and correlation matrix could be easily changed or a larger number of distributions could be aggregated. Any help would be greatly appreciated.
Thank you, Dave -- View this message in context: http://r.789695.n4.nabble.com/Probabilistic-aggregation-tp4630036.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
