See Duncan Murdoch's post here for some pointers as well as an
explanation of why this isn't a totally well-formed question:
http://r.789695.n4.nabble.com/generate-two-sets-of-random-numbers-that-are-correlated-td3736161.html
(Specifically, the post at 1:33, but it may be worthwhile to read the
whole thread)
Michael
On Fri, Oct 14, 2011 at 5:51 AM, Muhammed Rauf Ahmad <muahm at mai.liu.se>
wrote:> Dear All
>
> I need to generate multivariate NON-NORMAL data in R, which follows a
> given mean vector and covariance matrix, say multivariate exponential
> data. How can I do that?
>
> Best regards
> mra
>
> ______________________________________________
> R-help at r-project.org 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.
>