Generate matrix with iid normal random variables using R

Question

Is there a way to generate a data set with normally distributed random values in R without using a loop? Each entry would represent an independent random variable with a normal distribution.

Answer 1

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.

Answer 2

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

mu<-1:10
sigma<-10:1
sample.size<-100
norm.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

Answer 3

You can use:

replicate(NumbOfColumns,rnorm(NumbOfLines))

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

Answer 4

Notice: each entry is independent. So you cannot avoid using for loops, because you have to call rnorm once for each independent variable. If you just call rnorm(n*m) that's the n*m samples from the same random variable!