[R] How to generate multivariate uniform distribution random

[G. Jay Kerns]

On Sat, Nov 6, 2010 at 8:22 PM, michael <tufemichael at gmail.com> wrote:
> Jay,
>
>       Yes I'm looking for unif(0,1) and your method works just fine. I
> suppose your method should work for dimensions greater than 2, am I right?
>
> Michael
>

Yes, but it gets that much more tricky to specify the covariance
matrix.  Two ways around this are to suppose that Sigma has a
simplified correlation structure, or again, to use copulas.

Jay