Plotting a correlated bivariate Gaussian

Load packages library(tidyverse) library(rockchalk) library(MASS) Defining the data myR <- lazyCor(X = 0.7, d = 2) mySD <- c(1, 1) myCov <- lazyCov(Rho = myR, Sd = mySD) myR #> [,1] [,2] #> [1,] 1.0 0.7 #> [2,] 0.7 1.0 mySD #> [1] 1 1 myCov #> [,1] [,2] #> [1,] 1.0 0.7 #> [2,] 0.7 1.0 Drawing from the multivariate normal Let’s draw 1000 …