Re: [R] generating correlated random variables from different distributions

o:rbma...@gmail.com] > Sent: Sunday, May 02, 2010 1:37 PM > To: Greg Snow > Cc: r-help@r-project.org > Subject: Re: [R] generating correlated random variables from different > distributions > > Thank you for your reply. The application is a Monte Carlo simulation > in envir

Re: [R] generating correlated random variables from different distributions

1.408.8111 > > >> -Original Message- >> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- >> project.org] On Behalf Of Richard and Barbara Males >> Sent: Thursday, April 29, 2010 9:18 AM >> To: r-help@r-project.org >> Subject: [R] generating

Re: [R] generating correlated random variables from different distributions

r-help-boun...@r- > project.org] On Behalf Of Richard and Barbara Males > Sent: Thursday, April 29, 2010 9:18 AM > To: r-help@r-project.org > Subject: [R] generating correlated random variables from different > distributions > > I need to generate a set of correlated random var

[R] generating correlated random variables from different distributions

I need to generate a set of correlated random variables for a Monte Carlo simulation. The solutions I have found (http://www.stat.uiuc.edu/stat428/cndata.html, http://www.sitmo.com/doc/Generating_Correlated_Random_Numbers), using Cholesky Decomposition, seem to work only if the variables come fro