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From | Nick Chandler-Klein <nickck@uw.edu> |
To | statalist <statalist@hsphsun2.harvard.edu> |
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/