correlated random numbers vba / Path: Implementation for Gaussian Copula in VBA

correlated random numbers vba

correlated random numbers vba

But at least now you know how to simulate autocorrelated processes. The code most of it is stolen from this website. But I encounter difficulty to generate the three correlated random number. You specify a probability, a mean and a standard deviation, and you get the values that you want: I rounded these numbers. Suggest improvement.

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