David Kaplan-2 wrote:
Greetings, I'm interested in generating data from various bivariate or mulitivariate distributions (e.g. gamma, t, etc), where I can specify the parameter values, including the correlations among the variables. I haven't been able to dig anything up on the faq, but I probably missed something. A nudge in the right direction would be appreciated. David -- ======================================================================== David Kaplan, Ph.D. Professor Department of Educational Psychology University of Wisconsin - Madison Educational Sciences, Room 1061 1025 W. Johnson Street Madison, WI 53706 email: dkaplan at education.wisc.edu Web: http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm Phone: 608-262-0836 Fax: 608-262-0843
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i'm interesting to use multivariate gamma distributed gamma data, in copula packages, you say that it can generate bivariate gamma distribution, i have try this and succes. my question, 1. are the copula can be used for generating multivariate gamma distributed gamma data? 2. when i try to generating bivariate gamma, can i set the correlation? for knowing, i have try many combination of parameters, but the result is taht correlation value is about 0.5. thankyou very much for your responses. dian
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