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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...