Re: [R] Create two uniformly random variables correlated

2011-08-25 Thread Enrico Schumann
ftrag 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 dis

Re: [R] Create two uniformly random variables correlated

2011-08-25 Thread Jean V Adams
Have you tried searching the R-Help archives? I found some answers to a similar question by Googling r multivariate uniform distribution Jean Soberon Velez, Alexandra Pilar wrote on 08/25/2011 04:15:11 AM: > > Hello, > > > > I want to create two random variables (x1,x2) both with unifo

[R] Create two uniformly random variables correlated

2011-08-25 Thread Soberon Velez, Alexandra Pilar
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 t