[R] How to generate multivariate uniform distribution random

G. Jay Kerns gkerns at ysu.edu
Sun Nov 7 01:41:05 CET 2010

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.


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