Hi,
thanks for the feedback. i tried with S being Sym and not matrix but it didn't work. Any other suggestions?
Search found 2 matches
- Tue Jan 26, 2021 3:59 am
- Forum: Program Repository
- Topic: Random draws from multivariate normal distribution
- Replies: 9
- Views: 98464
- Wed Jan 13, 2021 9:37 am
- Forum: Program Repository
- Topic: Random draws from multivariate normal distribution
- Replies: 9
- Views: 98464
Re: Random draws from multivariate normal distribution
Hi, Does anybody know how to generate Random draws from multivariate normal distribution in eviews? I found the function @rmvnorm(S[, n]), but i am not able to generate the shocks. I cant understand which is the problem. I am using S as a variance covariance matrix. Thanks! Gabriel scalar Dim = 2 ma...
