On 18-Nov-06 Megh Dal wrote: > Dear all R users, > > Please forgive me if my question is too trivial. > Suppose I have two variables, (x,y) which is > log-normally distributed with expected value (mu1, > mu2) and some variance-covariance matrix. Now I want > to draw a random sample of size 1000 from this > distribution. Is there any function available to do > this? > > Thanks and regards, > Megh
Browsing around, I have found R code listed at http://www.internal.eawag.ch/~reichert/sysanal.r This lists several functions. One is 'randsamp' which can generate a random sample from either a normal or a lognormal distribution. You may find it useful to extract the "lognormal" part of the code (which seems to be effectively independent of the "normal" part of the code), and adapt it to suit your purposes. Caveat: I have not tried this code, but it looks as though it does it correctly -- i.e. you specify the vector of means of the components of the lognormal random vector, the vector of their standard deviations, and the matrix of their correlations (easily derivable from the matrix of their covariances using the SDs), and you get a result with n rows, each row being a sample from the MV lognormal with specified means and covariances. (You can omit the line which calculates the density function using another function 'calc.pdf'). NB: The source should be acknowledged! Hoping this helps, Ted. -------------------------------------------------------------------- E-Mail: (Ted Harding) <[EMAIL PROTECTED]> Fax-to-email: +44 (0)870 094 0861 Date: 18-Nov-06 Time: 17:12:21 ------------------------------ XFMail ------------------------------ ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.