I'd like to simulate 2 correlated lognormal AR1 time series. I have already found this post which is the answer for 2 Normal AR1 time series
I've found the rlnorm.rplus function from the composition package which allows to do the same as the rmvnorm function but for lognormale times series.
I did some trial to combine information from the post mentioned with the rlnorm.rplus function but I've been unsuccessful.
Is someone able to show me how I should proceed ?