On Sat, Nov 6, 2010 at 8:22 PM, michael <tufemich...@gmail.com> wrote: > Jay, > > Yes I'm looking for unif(0,1) and your method works just fine. I > suppose your method should work for dimensions greater than 2, am I right? > > Michael >
Yes, but it gets that much more tricky to specify the covariance matrix. Two ways around this are to suppose that Sigma has a simplified correlation structure, or again, to use copulas. Jay ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
