[R] Sampling two exponentials

Ben Bolker bolker at ufl.edu
Thu Jul 31 02:40:22 CEST 2008

Zhang Yanwei - Princeton-MRAm <YZhang <at> munichreamerica.com> writes:

> Hi all,
>   I am going to sample two variables from two exponential distributions, but I
want to specify a covariance
> structure between these two variables. Is there any way to do it in R? Or is
there a "Multivariate
> Exponential" thing corresponding to the multivariate normal? Thanks in advance.

  It's not at all easy, but I'd suggest that you do some reading
about copulas (and take a look at the copula package).

  Ben Bolker

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