- Thread starter poovich
- Start date

Plus some people think different things when they say nonlinear structure.

Can you give a concrete example of what you want to do? It's still not exactly clear to me what you mean.

if this is what you're going to do, there're two was i know you can do it. you can either use Todd Headrick's statistical simulation book using the power method for polynomial transformation or you can use copulas.

i think headrick provides some code for matlab so you can do that, whereas R uses copulas. i dont have matlab so i only know how to generate them in R

i think headrick provides some code for matlab so you can do that....

Hi Spunky: I wrote the code in Mathematica .

For standard normal-based polynomials, one can get the source code at the JSS website here:

http://www.jstatsoft.org/v19/i03

Hi Spunky: I wrote the code in Mathematica

you... wouldn't happen to have some sort of version of it in R lying around somewhere, right? it's not that i dont like copulas, but i read the book and i kinda liked it better because of the control it gives you over the moments of the distributions. unfortunately, Mathematica is out of my budget for the time being so, as most graduate students, i rely on open-source stuff...