> Step 1. generate random values from a multivariate normal distribution > Step 2. convert the random values into probabilities > Step 3. convert the probabilities into values from the target distribution
This requires a cautionary note. The method above is simple in the univariate case (where people would usually start with a uniform distribution), however, generalizing it to the multivariate case, is not as simple as Thierry as suggested. That doesn't necessarily mean that his solution is wrong. (Because there's more than one way of defining a bivariate Poisson distribution). ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.