[R] multivariate simulation

[Prof Brian Ripley]

On Wed, 23 Jan 2002, Bernard Colin wrote:

> To whom it may concern,
>
> I try to simulate a non-normal multivariate distribution. The MASS package
> allows by mean of "mvrnorm" command to perform a multivariate normal
> simulation. Is there an equivalent command for an arbitrary multivariate
> distribution available in the R-language?

There is no equivalent command to sample from an arbitary *univariate*
distribution either!  There are no general algorithmic methods even in the
univariate case, although inversion comes closest.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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