[R] Generation of Multariate Gumbel Random Numbers VGAM or GUMBEL

Dear R users: I'm trying to generate multivariate random numbers where some variables are correlated. I tried VGAM and GUMBEL, but I really don't understand from the documentation, how to move from the single random to the multivariate. Does anybody have any insight about about this? Thanks in ad

[R] Problems with adapt

Hi: I'm trying to estimate a model which involves the estimation of double integrals, so I'm using adapt procedure. I need to calculate the integrals trough my 2000 size database, so I do it using a loop. My code correctly estimates the integral for the first row, but for the second R crashes. I t

[R] integration within maximum likelihood

Hi: I'm trying to estimate a latent variable model in mnl discrete choice framework using R. I need to do first a uni dimensional integral within each observation (row) in the database and then sum over observations. I'm stacked in the point shown below. Apparently I have a dimensionality problem