Re: [R] simulate data based on partial correlation matrix

2008-08-05 Thread Moshe Olshansky
normalize v so that it's norm is 1. Regards, Moshe. --- On Tue, 5/8/08, Benjamin Michael Kelcey <[EMAIL PROTECTED]> wrote: > From: Benjamin Michael Kelcey <[EMAIL PROTECTED]> > Subject: [R] simulate data based on partial correlation matrix > To: r-help@r-project.org

[R] simulate data based on partial correlation matrix

2008-08-04 Thread Benjamin Michael Kelcey
Given four known and fixed vectors, x1,x2,x3,x4, I am trying to generate a fifth vector,z, with specified known and fixed partial correlations. How can I do this? In the past I have used the following (thanks to Greg Snow) to generate a fifth vector based on zero order correlations---howe

[R] simulate data based on partial correlation matrix

2008-08-04 Thread Benjamin Michael Kelcey
Given four known and fixed vectors, x1,x2,x3,x4, I am trying to generate a fifth vector,z, with specified known and fixed partial correlations. How can I do this? In the past I have used the following (thanks to Greg Snow) to generate a fifth vector based on zero order correlations---howe