Re: [R] how to generate multiple random variables that are correlated

eric lee gmail.com> writes: [snip] > > Is there an R function that generates random values for my two > variables given the correlation? I'd like to do this for up to 5 > variables and I'm running version 2.7.2 on a windows platform. > Thanks. ?MASS::mvrnrom ___

Re: [R] how to generate multiple random variables that are correlated

Dear Eric, See ?mvrnorm in the MASS package. HTH, Jorge On Mon, Feb 2, 2009 at 11:15 AM, eric lee wrote: > Hi. > > I have two variables, x and y, that are each normally distributed with > mean 0 and have known standard deviations. The variables also have a > known correlation, so I can rep

[R] how to generate multiple random variables that are correlated

Hi. I have two variables, x and y, that are each normally distributed with mean 0 and have known standard deviations. The variables also have a known correlation, so I can represent their correlations in a matrix like so: a <- array(c(0.3,0.1,0.1,0.2),c(2,2)) a Is there an R function that gener