I have a set of 7 parameters with high correlation and I need to be able to extract randomly generated sets. However, my variables do not all follow a multivariate normal distribution. I've plotted the distribution of the parameters below where you can see that the last 2 parameters seem to follow an exponential and a uniform distribution respectively. How can I generate random sets?
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Jonas Coussement
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sounds like a question to cross-validated – djas Feb 10 '15 at 11:56
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you might want to check out copulas, e.g. the `copula` package on CRAN, http://www.jstatsoft.org/v21/i04/paper , http://www.r-bloggers.com/copulas-made-easy/ ... – Ben Bolker Feb 10 '15 at 11:58