See ?mvrnorm in the MASS package.
Best,
Ista
On Thu, Sep 4, 2014 at 12:04 PM, John Sorkin <jsor...@grecc.umaryland.edu>
wrote:
> I need to define three vectors x, y, z (each of length 100) such that the
> pair-wise correlations of the vectors have per-defined values r1 and r2.
> More specifically I need to define x, y, and z so that:
>
> corr(x,y) = r1
> corr(y,z) = r2
>
> Is there any easy way to accomplish this with R?
>
> Thank you,
> John
> John David Sorkin M.D., Ph.D.
> Professor of Medicine
> Chief, Biostatistics and Informatics
> University of Maryland School of Medicine Division of Gerontology and
> Geriatric Medicine
> Baltimore VA Medical Center
> 10 North Greene Street
> GRECC (BT/18/GR)
> Baltimore, MD 21201-1524
> (Phone) 410-605-7119
> (Fax) 410-605-7913 (Please call phone number above prior to faxing)
>
> Confidentiality Statement:
> This email message, including any attachments, is for ...{{dropped:18}}
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