> 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
If what you really want is a bivariate lognormal, you can generate first a bivariate normal sample (X,Y) with the function rmvnorm in package mvtnorm. Then exp(X,Y) will be multivariate lognormal. ______________________________________________ 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.
