search for: subaihi

Displaying 1 result from an estimated 1 matches for "subaihi".

Did you mean: sub_hi
2009 Jul 21
0
sampling randomly from general correlated multivariate PDFs
...ackage, but the mcmc documentation is not clear enough for me to be able to use it to simulate draws from joint PDFs. I'd like to automate this type of task in R. Is there another Monte Carlo strategy that has an R interface that can do this work? I've read papers by Mishra (2004) and Al-Subaihi (2004) that give clues on how to use MCMC, but I'm not adept enough (yet) to translate their strategies into a general purpose R module. Surely this has already been done by someone? Can anyone help? Other Stats Questions/comments: * I'm aware the underlying joint PDF cannot be uniquely...