[R] Bivariate lognormal distribution

[Spencer Graves]

      I hope Professor Ripley will correct me if I'm mistaken, but the 
documentation for "mvrnorm" in library(MASS) says it will, "Simulate 
from a Multivariate Normal Distribution".  If you want the density 
function or probabilities or quantiles, you can get those from 
library(mvtnorm). 

      Just for completeness, to use normal for a lognormal, you need to 
take the logarithms of your number (which must be all positive;  zeros 
and negative numbers become NA), then compute mean vector and variance 
matrix of the logs, compute probabilities on the log scale, then back 
transform by exponentiating to get the results back into the original 
scale. 

      hope this helps.  spencer graves

Prof Brian Ripley wrote:

> On Thu, 24 Mar 2005, Vicky Landsman wrote:
>
>> Is there a package that enables to create the bivariate log-normal 
>> variables?
>
>
> Just exponentiate each of a bivariate normal pair.  You can get the 
> latter from mvrnorm in package MASS.
>