Re: [R] generate multivariate F with specified correlation matrix

2007-11-17 Thread Ben Bolker
Jiao Yang wrote: > > Dear all, > > In MATLAB, to generate multivariate F with specified correlation matrix Pn > I can use the code such as > > Z = mvnrnd([0 0 0 0 0], Pn, N); > U = normcdf(Z,0,1); > X = [finv(U(:,1),5,15) finv(U(:,2),5,15) finv(U(:,3),5,15) > finv(U(:,4),5,15) finv(U(:,5),5,1

[R] generate multivariate F with specified correlation matrix

2007-11-16 Thread Jiao Yang
Dear all, In MATLAB, to generate multivariate F with specified correlation matrix Pn I can use the code such as Z = mvnrnd([0 0 0 0 0], Pn, N); U = normcdf(Z,0,1); X = [finv(U(:,1),5,15) finv(U(:,2),5,15) finv(U(:,3),5,15) finv(U(:,4),5,15) finv(U(:,5),5,15)]; Is there something similar in R?

[R] generate multivariate F with specified correlation matrix

2007-11-16 Thread Jiao Yang
Dear all, In MATLAB, to generate multivariate F with specified correlation matrix Pn I can use the code such as Z = mvnrnd([0 0 0 0 0], Pn, N); U = normcdf(Z,0,1); X = [finv(U(:,1),5,15) finv(U(:,2),5,15) finv(U(:,3),5,15) finv(U(:,4),5,15) finv(U(:,5),5,15)]; Is there something similar in R?