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Posted: **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...

Posted: **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.

correlated uniform number generator in MATLAB