[R] multivariate F distribution

From: Anna Oganyan <aoganyan_at_niss.org>
Date: Thu 04 Aug 2005 - 09:52:00 EST


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



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Aug 04 09:57:16 2005

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