Re: [R] Generating bivariate or multivariate data with known parameter values

From: thelozee_x <thelozee_x_at_yahoo.com>
Date: Thu, 12 Jul 2007 06:45:13 -0700 (PDT)

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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Received on Thu 12 Jul 2007 - 17:49:36 GMT

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