Generating Multivariate Uniform Distribution in R

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…

Answer

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

Attribution
Source : Link , Question Author : Juan Corredor , Answer Author : Sam

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