I hope Professor Ripley will correct me if I'm mistaken, but the
documentation for "mvrnorm" in library(MASS) says it will, "Simulate from
a Multivariate Normal Distribution". If you want the density function or
probabilities or quantiles, you can get those from library(mvtnorm).
Just for completeness, to use normal for a lognormal, you need to
take the logarithms of your number (which must be all positive; zeros and
negative numbers become NA), then compute mean vector and variance matrix
of the logs, compute probabilities on the log scale, then back transform
by exponentiating to get the results back into the original scale.
hope this helps. spencer graves
Prof Brian Ripley wrote:
On Thu, 24 Mar 2005, Vicky Landsman wrote:
Is there a package that enables to create the bivariate log-normal
variables?
Just exponentiate each of a bivariate normal pair. You can get the
latter from mvrnorm in package MASS.