Message-ID: <42F158A0.70603@niss.org>
Date: 2005-08-03T23:52:00Z
From: Anna Oganyan
Subject: multivariate F distribution
Dear List,
Is there any function in R to generate multivariate F distribution with
given correlation/covariance matrix?
Actually, I just want to generate some 2-dimentional non-normal data
sets (skewed) for low (may be around 0.3 cor coeff.) negatively and also
positively correlated variables ?
Thanks in advance.
Anna