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correlated uniform number generator in MATLAB

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junbum
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Joined: May 23rd, 2005, 9:18 pm

correlated uniform number generator in MATLAB

July 5th, 2005, 12:51 pm

Does anyone know how to generate correlated uniform random numbers in MATLAB.What would be the functional form of such a copula...
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xDan
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Joined: August 20th, 2002, 2:24 pm

correlated uniform number generator in MATLAB

July 5th, 2005, 5:02 pm

Anay type of copula: Gumbel, Frank, Clayton...Archimedian Copula with generator function such that :, where are uniform random numbers.Cheers.
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