Generate matrix with iid normal random variables using R

To create an N by M matrix of iid normal random variables type this:

matrix( rnorm(N*M,mean=0,sd=1), N, M)

tweak the mean and standard deviation as desired.

r random normal-distribution

let mu be a vector of means and sigma a vector of standard devs

mu<-1:10sigma<-10:1sample.size<-100norm.mat<-mapply(function(x,y){rnorm(x,y,n=sample.size)},x=mu,y=sigma)

would produce a matrix with columns holding the relevant samples

r random normal-distribution

You can use:

replicate(NumbOfColumns,rnorm(NumbOfLines))

You can replace rnorm with other distribution function, for example runif, to generate matrices with other distributions.

CodeHunter