This topic has been discussed (quite recently) on R-help. http://r.789695.n4.nabble.com/Generating-uniformly-distributed-correlated-da ta-td3314905.html
Enrico > -----Ursprüngliche Nachricht----- > Von: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] Im Auftrag von Soberon > Velez, Alexandra Pilar > Gesendet: Donnerstag, 25. August 2011 11:15 > An: r-help@r-project.org > Betreff: [R] Create two uniformly random variables correlated > > Hello, > > > > I want to create two random variables (x1,x2) both with > uniform distribution bounded by (-1) and (1) that has a > correlation of 0.6 between them. > > > > Does somebody know how I can do it? For normal random > variables I known how to implement it with the rmvnorm > command but I don't know how to do it with variables > uniformly distributed. > > > > Thanks a lot. > > Alexandra > > [[alternative HTML version deleted]] > > ______________________________________________ > 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.
