Dear R User,

I am wondering if there is a way to generate correlated multivariate
non-normal distribution?

For example, I want to generate four correlated negative binomial
series with parameters r=10, p=0.2, based on the correlation
coefficient matrix
|   1   0.9  0.8  0.8 |
| 0.9     1  0.8  0.8 |
| 0.8  0.8     1  0.9 |
| 0.8  0.8  0.9     1 |

Thank a lot.

Best,

Yue Yu

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