Dear R users
I use simulated data to evaluate a model by sampling the parameters in
my model from lognormal distributions.
I would like these (lognormal distributed) parameters to be correlated,
that is, I would like to have pairwise samples of 2 parameters with a
given correlation coefficient.
I have seen that a covariance matrix can be fixed when generating random
variables from a multivariate normal distribution e.g. by the function
mvrnorm.
Is there a function to do the same for a multivariate lognormal
distribution?
Thank you!
Fabian
[[alternative HTML version deleted]]
______________________________________________
[email protected] 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.
