Re: [R] Sampling two exponentials

2008-07-31 Thread Zhang Yanwei - Princeton-MRAm
CTED] [mailto:[EMAIL PROTECTED] On Behalf Of Zhang Yanwei - Princeton-MRAm Sent: Wednesday, July 30, 2008 5:48 PM To: r-help@r-project.org Subject: [R] Sampling two exponentials Hi all, I am going to sample two variables from two exponential distributions, but I want to specify a covariance str

Re: [R] Sampling two exponentials

2008-07-31 Thread Ben Bolker
-BEGIN PGP SIGNED MESSAGE- Hash: SHA1 Zhang Yanwei - Princeton-MRAm wrote: | Thank you very much. | Would you talk more about that? How can I use the copula package to sample two dependent exponentials? Which function shall I use? | ~ It's a big topic, and I'm not very familiar with it

Re: [R] Sampling two exponentials

2008-07-31 Thread Zhang Yanwei - Princeton-MRAm
] -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Ben Bolker Sent: Wednesday, July 30, 2008 8:40 PM To: [EMAIL PROTECTED] Subject: Re: [R] Sampling two exponentials Zhang Yanwei - Princeton-MRAm munichreamerica.com> writes: > > Hi all, > I am going t

Re: [R] Sampling two exponentials

2008-07-30 Thread Moshe Olshansky
constants to get the desired covariance matrix (correlation coefficient won't be affected). --- On Thu, 31/7/08, Ben Bolker <[EMAIL PROTECTED]> wrote: > From: Ben Bolker <[EMAIL PROTECTED]> > Subject: Re: [R] Sampling two exponentials > To: [EMAIL PROTECTED] > Rece

Re: [R] Sampling two exponentials

2008-07-30 Thread Ben Bolker
Zhang Yanwei - Princeton-MRAm 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"

[R] Sampling two exponentials

2008-07-30 Thread Zhang Yanwei - Princeton-MRAm
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.