Hi: One form of a multivariate beta distribution is the Dirichlet, so using package sos,
library(sos) # install if necessary u <- findFn('Dirichlet distribution') grepFn('Dirichlet distribution', u, column = 'Description', ignore.case = TRUE) reveals about 25 matches, about half of which lead somewhere useful. Of course, there are several forms of the multivariate Beta so this may not be what you need. While Googling 'multivariate gamma' (a good idea, BTW, as there seem to be several useful papers that might bear on this problem), I ran across the following paper that may be of help: http://smu.edu/statistics/TechReports/AbuRnpaper.pdf They mention using S-PLUS functions to demonstrate simulations from multivariate Beta and Gamma distributions, but don't show the code in the paper. Perhaps you could contact the authors and see if you can gain access to their code. Usually, S-PLUS code can be used in R. It's probable that you will need to do some tweaking, but it appears that something is out there to deal with the problem, at least... HTH, Dennis On Fri, Aug 27, 2010 at 7:42 AM, Rofizah Mohammad <rofi...@gmail.com> wrote: > Hi, > > How can I generate data from multivariate gamma distribution & multivariate > beta distribution? > I only found command for multivariate normal only. > Many thanks in advance :) > > Regards > Rofizah > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.