Dear R users
 
I use simulated data to evaluate a model by sampling the parameters in
my model from lognormal distributions.
 
I would like these (lognormal distributed) parameters to be correlated,
that is, I would like to have pairwise samples of 2 parameters with a
given correlation coefficient.
 
I have seen that a covariance matrix can be fixed when generating random
variables from a multivariate normal distribution e.g. by the function
mvrnorm.
 
Is there a function to do the same for a multivariate lognormal
distribution?
 
Thank you!
 
Fabian

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