Re: [R] simulating data from a multivariate dist

Dirty hack, but it's working. library(MASS) mu <- aic.mv$best.mo...@expected.value sigma <- aic.mv$best.mo...@variance mvrnorm(100,mu,sigma) If you'd like to follow the rules, look for the functions to extract the expected value and the variance of the best model out of the stepAIC.ghyp object.

[R] simulating data from a multivariate dist

Sir, I am working on fitting distribution on multivariate financial data and then simulate observations from that fitted distribution. I use stepAIC.ghyp() function of 'ghyp' library which select the best fitted distribution from generalized hyperbolic distribution class on the given dataset. data