Re: [Gretl-users] non-normal data
On Thu, 26 Sep 2013, Umberto Triacca wrote:
I am interested in finding out a way for generating correlated,
non-normal
bivariate data with a given covariance matrix.
Gretl's randgen() function supports several non-normal
distributions; see the function reference.
We also offer the cholesky() function to decompose your chosen
covariance matrix, so you can generate correlated data if you wish.
Allin Cottrell