[R] lognormal sampleing using covariance matrix

2013-04-02 Thread Keith S Weintraub
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

[R] lognormal sampleing using covariance matrix

2013-04-01 Thread Andras Farkas
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