Andras,
I am no expert but you could start with correlated normal random variables
and then convert to lognormal.
You can use rmvsnorm from the {fCopulae} package to generate the correlated
normals.
Here is a call that I have used in the past:
set.seed(12345)
numSims<-10 # number of mult
Dear All,
wondering if someine can access the link to the randsamp code referenced in the
R-help archive here:
http://www.mail-archive.com/r-help@stat.math.ethz.ch/msg75645.html ? I have
tried but for whatever reason I can not get trough. My problem seems to be
similar to what the author orig
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