Re: [R] Sampling two exponentials

2008-07-31 Thread Zhang Yanwei - Princeton-MRAm
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

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"