On 02/12/14 19:55, Patty Haaem wrote:
Dear every one I want to generate 10 vector of multivariate normal
distribution(means  are zero and the size of the vectors is 40).
correlation among these variables is |0.5| ^(i-j) , i,j=1,...,10.
How can I generate these vectors?

Sure sounds like homework to me.  This list has a ***no homework*** policy.

cheers,

Rolf Turner

P. S. Even if it's not homework as such, the list expects you to put a modicum of effort into searching for the relevant facilities. In this case a search is not difficult to carry out.

Don't expect others to do your work for you.

R. T.



--
Rolf Turner
Technical Editor ANZJS

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