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Zhang Yanwei - Princeton-MRAm wrote: | Thank you very much. | Would you talk more about that? How can I use the copula package to sample two dependent exponentials? Which function shall I use? | ~ It's a big topic, and I'm not very familiar with it -- just familiar enough that I can see that it might be useful. The general idea (Mathworld has a definition and Wikipedia has a decent introduction with references) is that a copula is a dependence structure among several different U(0,1) marginal distributions -- you can then transform those marginal distributions to whatever distribution you like (e.g. if x ~ U(0,1) then -log(x) ~ Exp(1)). It may not be easy to specify precisely what correlation you want. ~ So the bottom line/bad news is that I can't give you a canned solution -- I just think this a good direction to look in, if this is an important part of your problem. ~ Ben Bolker -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.4.6 (GNU/Linux) Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org iD8DBQFIkbjvc5UpGjwzenMRAuIDAJ9sECxDVr0PUSxxv+36ZUKB+l2gvgCeJdzn vh9GmLhJTvlXZ30qqk8vn00= =eB7r -----END PGP SIGNATURE----- ______________________________________________ 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.
