On Thu, 24 Mar 2005, Vicky Landsman wrote:

Is there a package that enables to create the bivariate log-normal variables?

Just exponentiate each of a bivariate normal pair. You can get the latter from mvrnorm in package MASS.


--
Brian D. Ripley,                  [EMAIL PROTECTED]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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