mikeguggis

library(MASS)
library(mvtnorm)

# Set parameters for generating simulated data
set.seed(1)
mu = c(.1,1.5)
Sigma = matrix(c(1.5,.5,.5,.7),2,2)

# Set minumum
m = 1

mikeguggis

library(MASS)

# Generate simulated data
set.seed(1)
mu = c(1,1.5)
Sigma = matrix(c(1.5,-.5,-.5,.7),2,2)
X = mvrnorm(10000000,mu,Sigma)

# Calculate pairwise minimums
mins = pmin(X[,1],X[,2])