Re: [R] How to generate normal mixture random variables with given covariance function

On Fri, 2011-04-22 at 09:59 -0400, Chee Chen wrote: > Dear All, > Suppose Z_i, i=1,...,m are marginally identically distributed as a two > normal mixture p0*N(0,1) + (1-p0) *N( miu_i, 1) where miu_i are > identically distributed according to a mixture and I have generated > Z_i one by one . > >

[R] How to generate normal mixture random variables with given covariance function

Dear All, Suppose Z_i, i=1,...,m are marginally identically distributed as a two normal mixture p0*N(0,1) + (1-p0) *N( miu_i, 1) where miu_i are identically distributed according to a mixture and I have generated Z_i one by one . Now suppose these m random variables are jointly m-dimensional