I think what you need is explained here, and without the use of copulas: https://www.r-bloggers.com/easily-generate-correlated-variables-from-any-distribution-without-copulas/ In the words of the author of the linked article (Francis Smart), the proposed method is: > 1. Draw any number of variables from a joint normal distribution. > > 2. Apply the univariate normal CDF of variables to derive probabilities for each variable. > > 3. Finally, apply the inverse CDF of any distribution to simulate draws from that distribution. > > The result is that the final variables are correlated in a similar > manner to that of the original variables. This is because the rank > order of the variables is maintained and thus correlations are > approximately the same though not exact. Hope it helps.