[S] Generating bivariate data

Wolfgang Rolke (w_rolke@rumac.upr.clu.edu)
Fri, 27 Nov 1998 07:47:27 -0800


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Hi,

I need to generate data form a bivariate density. The density
is not any of the standard ones. I guess what I need is something like
an extension of the acceptance-rejection algorithm to two dimensions.
If anybody has a reference or (better yet) some code for this I would
appreciate to hear about it.

Thanks

Wolfgang

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