I am trying to do this using the copula library and find a possible way out.
library(copula)
x=mvdc(claytonCopula(.75),c("exp","exp"),list(list(rate=1),list(rate=2)))
x.sample=rmvdc(x,100)
The above code gives a sample with two marginal exponential ditributions. But
what does the first argument
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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
]
-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
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
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"
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