问题
I would like to simulate a multivariate normal distribution in R. I've seen I need the values of mu and sigma. Unfortunately, I don't know how obtain them.
In the following link you will find my data in a csv file "Input.csv". Thanks https://www.dropbox.com/sh/blnr3jvius8f3eh/AACOhqyzZGiDHAOPmyE__873a?dl=0
Please, could you show me an example? Raúl
回答1:
Your link is broken, but I understand that you want to generate random samples from empirical multivariate normal distribution. You can do it like that, assuming df is your data.frame with data:
library('MASS')
Sigma <- var(df)
Means <- colMeans(df)
simulation <- mvrnorm(n = 1000, Means, Sigma)
来源：https://stackoverflow.com/questions/30931828/r-multivariate-normal-distribution-in-r