Here is a simple method z1 <- rpois(n,mu1) z2 <- rpois(n,mu1) z3 <- rpois(n,mu2)
Y <- z1 + z3 X <- z2 + z3 Cov(X,Y) = mu2, so Cor(X,Y) = mu2/(mu1+mu2) albyn On Thu, Aug 11, 2011 at 09:01:50AM -0700, Kathie wrote: > almost forgot. In fact, I want to generate correlated Poisson random vectors. > Thank you anyway > > -- > View this message in context: > http://r.789695.n4.nabble.com/generate-two-sets-of-random-numbers-that-are-correlated-tp3736161p3736287.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. > -- Albyn Jones Reed College jo...@reed.edu ______________________________________________ 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.
