어때? 여기서 우리는 2 변량 정규 무작위 분포로부터 표본을 추출합니다.
library(MASS)
Sigma <- matrix(c(10,3,3,2),2,2) # start with a fixed 2x2 covariance matrix, or generate it randomly
Sigma
datapoints <- mvrnorm(n = 1000, rep(0, 2), Sigma) # draw 1000 MVN samples with cov matrix Sigma, with mean c(0, 0) or use some random mean vector
var(datapoints) # notice that the covariance matrix for the datapoint generated is slightly different from Sigma
datapoints <- mvrnorm(n = 1000, rep(0, 2), Sigma, empirical = TRUE)
var(datapoints) # here the covariance matrix for the datapoint generated is exactly equal to Sigma