multivariate F distribution

Anna Oganyan <aoganyan at niss.org> writes:

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

Er, what is "multivariate F"? I have a guess (solve(A,B) where A and B
have independent Wishart distributions with the same covariance matrix
-- the matrix that gets summarized into Wilk's Lambda, Pillai's trace,
etc.) but Googling also pops up something about "inverted Dirichlet"
which may or may not be equivalent.

Wishart variates can be generate from (multivariate) normals in a
brute-force way using crossprod(). Some may have thought up a more
efficient way.

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