1
$\begingroup$

I am wanting to generate a dataset of $N = 1,000,000$ simulated examinees according to the following constraints:

  1. All 1e6 take a battery of 10 subtests
  2. All 10 of the subtests have a population mean of 100 and a population standard deviation of 15
  3. All of the subtests have a correlation matrix of $\mathbf S$
  4. The within-person scatter from one subtest to another follows a normal distribution with mean = $M$ and standard deviation $\sigma$

In R, there are commands that will sample multivariate distributions that obey a particular correlation matrix. But is there any command or library that will sample multivariate distributions according to the parameters I have listed above?

Improve this question
$\endgroup$

0

Reset to default

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.

Browse other questions tagged or ask your own question.