[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:
> 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?
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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