Message:
[
First
|
Previous
Next
Last
]
By Topic:
By Author:
Font:
Monospaced Font
LISTSERV Archives
ALLSTAT Home
ALLSTAT 2002
Subscribe or Unsubscribe
Log In
Get Password
Subject:
generating correlated random varaibles using copulas
From:
Mark Coleman <[log in to unmask]>
Reply-To:
Date:
Tue, 4 Jun 2002 22:34:18 -0400
Content-Type:
text/plain
Parts/Attachments:
text/plain (6 lines)
I'm working on a Monte Carlo problem that requires correlated beta variates (for a given correlation matrix). I believe that copula function sprovide one possible approach. Can anyone describe how this might be done? Thanks, -Mark
Top of Message | Previous Page | Permalink
Advanced Options
For help and support help@jisc.ac.uk