Try this:
rnormcor <- function(x,rho) rnorm(1,rho*x,sqrt(1-rho^2))
a <- rnorm(1000,0,1)
b <- sapply(a, rnormcor, rho = 0.7)
cor(a,b)
Joris
"Gustavo"
<[EMAIL PROTECTED]
.com.br> To
Sent by: <r-help@r-project.org>
[EMAIL PROTECTED] cc
project.org
Subject
[R] Simulate data based on
06/10/2007 04:48 correlation coefficient
Hello all,
I have a vector with 1000 values and I would like to generate other
correlated vector, but with different correlation coefficient (for example,
r = 0.7).
Any ideas how can I do this?
Regards,
Gustavo.
_______________________________________________________
Experimente já e veja as novidades.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
