Re: [R] Generating bivariate or multivariate data with known parameter values

, but the result is taht correlation value is about 0.5. thankyou very much for your responses. dian -- View this message in context: http://www.nabble.com/-R--Generating-bivariate-or-multivariate-data-with-known-parameter-values-tf2405919.html#a11560289 Sent from the R help mailing list archive

[R] Generating bivariate or multivariate data with known parameter values

Greetings, I'm interested in generating data from various bivariate or mulitivariate distributions (e.g. gamma, t, etc), where I can specify the parameter values, including the correlations among the variables. I haven't been able to dig anything up on the faq, but I probably missed

Re: [R] Generating bivariate or multivariate data with known parameter values

you can do that using the copula package, e.g., library(copula) bivGamma - mvdc(claytonCopula(2), c(gamma, gamma), list(list(shape = 1, rate = 2), list(shape = 2, rate = 1))) dat - rmvdc(bivGamma, 1000) regarding correlation, the Clayton copula with alpha = 2 gives Kendall's tau =