Hi all, I am going to sample two variables from two exponential distributions, but I want to specify a covariance structure between these two variables. Is there any way to do it in R? Or is there a "Multivariate Exponential" thing corresponding to the multivariate normal? Thanks in advance.
Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: [EMAIL PROTECTED]<mailto:[EMAIL PROTECTED]> [[alternative HTML version deleted]] ______________________________________________ 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.