Let d a positive integer How to generate a sample of n random variables with a multivariate uniform distribution on the cube [a,b]d in R?
I don’t know what to do. I know that I need a covariance matrix for the random vectors that I will generate…
It depends a little bit on the terminology, but usually multivariate uniform refers to a distribution where every point in [a,b]d is equally likely. Hence, the dimensions are independent, and you can draw uniformly between [a,b] d times individually to get a sample from the multivariate uniform.
If you don’t want the dimensions to be independent, it might be worth looking into Copulas