Zhang Yanwei - Princeton-MRAm <YZhang <at> munichreamerica.com> writes:
> > 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. > It's not at all easy, but I'd suggest that you do some reading about copulas (and take a look at the copula package). Ben Bolker ______________________________________________ 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.
