1. Generate random 100 MVN data, p=20. The covariance matrix should be positive semi- definite symmetric matrix. (1) Show the generated data matrix. (2) Plot the scatter plot to show the correlation among variables.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
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1. Generate random 100 MVN data, p=20. The covariance matrix should be positive semi-
definite symmetric matrix.
(1) Show the generated data matrix.
(2) Plot the scatter plot to show the correlation among variables.
Transcribed Image Text:1. Generate random 100 MVN data, p=20. The covariance matrix should be positive semi- definite symmetric matrix. (1) Show the generated data matrix. (2) Plot the scatter plot to show the correlation among variables.
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