[R] Generating bivariate or multivariate data with known parameter values
thelozee_x at yahoo.com
Thu Jul 12 15:45:13 CEST 2007
David Kaplan-2 wrote:
> I'm interested in generating data from various bivariate or
> mulitivariate distributions (e.g. gamma, t, etc), where I can specify
> the parameter values, including the correlations among the variables. I
> haven't been able to dig anything up on the faq, but I probably missed
> something. A nudge in the right direction would be appreciated.
> David Kaplan, Ph.D.
> Department of Educational Psychology
> University of Wisconsin - Madison
> Educational Sciences, Room 1061
> 1025 W. Johnson Street
> Madison, WI 53706
> email: dkaplan at education.wisc.edu
> Web: http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm
> Phone: 608-262-0836
> Fax: 608-262-0843
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
i'm interesting to use multivariate gamma distributed gamma data, in
copula packages, you say that it can generate bivariate gamma
distribution, i have try this and succes. my question,
1. are the copula can be used for generating multivariate gamma
distributed gamma data?
2. when i try to generating bivariate gamma, can i set the correlation?
for knowing, i have try many combination of parameters, but the result
is taht correlation value is about 0.5.
thankyou very much for your responses.
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