mardi 6 septembre 2016

R generate random vectors from multivariate distributions

I want to generate random points of uniform density over the unit ball [-1,1]^d in R.

Are there any R packages which offer this functionality?

I am sure i can do this myself by extending this answer: http://ift.tt/2bTEc9e to d dimensions.

But i want to know if there is any function or package in R that already does this.

It would be useful if there is a package which can generate standard multivariate distributions instead of me having to sample them myself using rejection sampling or other techniques.




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