[R] Generation of Multariate Gumbel Random Numbers VGAM or GUMBEL

Cristian Angelo Guevara crguevar at mit.edu
Sun Sep 27 17:28:38 CEST 2009


Dear R users:

I'm trying to generate multivariate random numbers where some
variables are correlated. I tried VGAM and GUMBEL, but I really don't
understand from the documentation, how to move from the single random
to the multivariate. Does anybody have any insight about about this?

Thanks in advance
Angelo




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