title: R: How to generate several random variables at once
body: <p>I want to generate 1000 random variables coming from different normal distributions. I use the function &quot;rmvnorm&quot; for that and in a small setting, it is easily done but I have no idea how to automate it, especially for the sigma matrix (I want no correlation between the Xs). I don't really care about their means or their standard deviation. I was thinking of using a loop (e.g. increase by A the mean and by B the variance) but I want something more random and have no idea how I can do that. Again, writing down a matrix of 1000 dimension is not smart (with the condition that the off-diag elements are 0).</p>
  <p>I have searched online but I am probably not using the rights words so I apologize if it was already asked and answered.</p>
  <p>Thanks!</p>