require(mvtnorm) l=3 sigma <- matrix(c(l,2,2,2*l), ncol=2) C2 <- rmvnorm(n=15, mean=c(1,3), sigma=sigma) C1 <- rmvnorm(n=10, mean=c(0,0), sigma=sigma) plot(C1, xlim=range( c(C1[,1],C2[,1]) ) , ylim=range( c(C1[,2],C2[,2]) ) , col="red") points(C2, col="blue")

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