[R] How to specify covariance matrix in copula?

Jiao Yang yj316 at gwu.edu
Sat Jun 16 22:38:46 CEST 2007


I want to use copula package in R to generate random vector of multivariate F distribution with a pre-specified diagonal covariance matrix, say, diag(2, 3, 0, 0, 0).   Can someone tell me how I can specify the diagonal covariance matrix in the copula function "mvdc"?  Thank you very much.



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