Multiple runs of random generation in R [duplicate]

Question

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Create a dataframe with random numbers in each column (2 answers)

Creating vector of results of repeated function calls in R (1 answer)

Closed 8 years ago.

I have three variables A, B, and C with a time-series of returns. I would to run a random sampling using mvrnorm from package MASS, to generate 30 values for A, B and C.

I would like to be able to repeat this operation 10000 times, each time generating 30 values for A, B, C.

I execute one iteration using:

sim.ret = mvrnorm(n = 30, mu = mu, Sigma = sigma)

How can I run this function 10,000 times? I then use the result of each iteration to do some computations.

Any help would be appreciated! Thanks.

Answer 1

Use replicate():

N = 10000
results = replicate(N, mvrnorm(n = 30, mu = mu, Sigma = sigma))
print(head(results, 10))