Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Putting a multivariate normal draw into a matrix?
From
Nick Chandler-Klein <[email protected]>
To
statalist <[email protected]>
Subject
Re: st: Putting a multivariate normal draw into a matrix?
Date
Tue, 7 May 2013 03:02:05 -0700
This looks like it will work. Thank you!
On Tue, 7 May 2013 09:29:01, Maarten Buis wrote:
>What about this:
>
>*------------------ begin example ------------------
>mata:
>
>V = 1, .2 \ .2, 1
>
>A = cholesky(V)
>draw= rnormal(10000,2,0,1)
>draw = (A*draw')'
>
>end
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/