Dear experts! Is there a package that enables to create the bivariate log-normal variables? Thanks a lot, Vicky Landsman. [[alternative HTML version deleted]]
On Thu, 24 Mar 2005, Vicky Landsman wrote:> Is there a package that enables to create the bivariate log-normal > variables?Just exponentiate each of a bivariate normal pair. You can get the latter from mvrnorm in package MASS. -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
Vicky Landsman wrote:>Dear experts! >Is there a package that enables to create the bivariate log-normal variables? > >What do you mean by create? If you mean simulate, why not use mvrnorm from MASS, and then exponentiate? Kjetil>Thanks a lot, >Vicky Landsman. > [[alternative HTML version deleted]] > >______________________________________________ >R-help at 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 > > > > >-- Kjetil Halvorsen. Peace is the most effective weapon of mass construction. -- Mahdi Elmandjra -- No virus found in this outgoing message. Checked by AVG Anti-Virus.