MATLAB: How to generate or simulate multivariate observations that are not multivariate normal

Question

Hello everyone,

I have a multivariate data set that is not multivariate normal and I would like to simulate them. The mvnrnd is not applicable in this case because the data do not follow the multivariate normal distribution. In other words, each variable has different distribution other than normal. Can any one help me to do that? Thank you in advance!

Answer 1

Are they correlated or uncorrelated? You could use a copula method.