Re: [R] Generating a bivariate joint t distribution in R

2013-04-03 Thread David Winsemius
On Apr 2, 2013, at 11:07 PM, Jorge I Velez wrote: > Dear Miao, > > Check > > require(MASS) > ?mvrnorm > Also package mvtnorm has both Normal and t versions of its p,q, r funtions > for some ideas. > > HTH, > Jorge.- > > > On Wed, Apr 3, 2013 at 4:57 PM, jpm miao <> wrote: > >> Hi, >> >>

Re: [R] Generating a bivariate joint t distribution in R

2013-04-03 Thread Marc Girondot
Le 03/04/13 07:57, jpm miao a écrit : Hi, I conduct a panel data estimation and obtain estimators for two of the coefficients beta1 and beta2. R tells me the mean and covariance of the distribution of (beta1, beta2). Now I would like to find the distribution of the quotient beta1/beta2, and

Re: [R] Generating a bivariate joint t distribution in R

2013-04-02 Thread Jorge I Velez
Dear Miao, Check require(MASS) ?mvrnorm for some ideas. HTH, Jorge.- On Wed, Apr 3, 2013 at 4:57 PM, jpm miao <> wrote: > Hi, > >I conduct a panel data estimation and obtain estimators for two of the > coefficients beta1 and beta2. R tells me the mean and covariance of the > distribution

[R] Generating a bivariate joint t distribution in R

2013-04-02 Thread jpm miao
Hi, I conduct a panel data estimation and obtain estimators for two of the coefficients beta1 and beta2. R tells me the mean and covariance of the distribution of (beta1, beta2). Now I would like to find the distribution of the quotient beta1/beta2, and one way to do it is to simulate via the j