But now, since I can't use -drawnorm- to create random Normal distributed
vectors with S covariance matrix (listed below), is there an alternative?
May, thanks for your help!
Kaleb...
At 08:59 AM 11/24/2003 -0600, you wrote:
> symmetric S[10,10]
> r1 r2 r3 r4 r5 r6 r7 r8 r9 r10
> c1 1
> c2 2 2
> c3 3 3 3
> c4 4 4 4 4
> c5 5 5 5 5 5
> c6 6 6 6 6 6 6
> c7 7 7 7 7 7 7 7
> c8 8 8 8 8 8 8 8 8
> c9 9 9 9 9 9 9 9 9 9
> c10 10 10 10 10 10 10 10 10 10 10
matrix S=[1,2,3,4,5,6,7,8,9,10\2,2,3,4,5,6,7,8,9,10\3,3,3,4,5,6,7,8,9,10\ /*
*/4,4,4,4,5,6,7,8,9,10\5,5,5,5,5,6,7,8,9,10\6,6,6,6,6,6,7,8,9,10\ /*
*/ 7,7,7,7,7,7,7,8,9,10\8,8,8,8,8,8,8,8,9,10\9,9,9,9,9,9,9,9,9,10\ /*
*/10,10,10,10,10,10,10,10,10,10]
mat list S
mat symeigen X v = S
mat list v
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