Pseudo-random number generation in R for commonly used multivariate distributions

Abstract

An increasing number of practitioners and applied statisticians have started using the R programming system in recent years for their computing and data analysis needs. As far as pseudo-random number generation is concerned, the built-in generator in R does not contain multivariate distributions. In this article, R routines for widely used multivariate distributions are presented. Copyright © 2004 JMASM, Inc.