Search found 2 matches

by GabrielV
Tue Jan 26, 2021 3:59 am
Forum: Program Repository
Topic: Random draws from multivariate normal distribution
Replies: 9
Views: 98464

Re: Random draws from multivariate normal distribution

Hi,
thanks for the feedback. i tried with S being Sym and not matrix but it didn't work. Any other suggestions?
by GabrielV
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...

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