t; Von: Yue Yu [mailto:parn...@gmail.com]
> Gesendet: Mittwoch, 27. Juli 2011 21:18
> An: enricoschum...@yahoo.de; Doran, Harold
> Cc: r-help@r-project.org
> Betreff: Re: [R] Correlated Multivariate Distribution Generator
>
> Thanks, Enrico and Harold.
>
> I have searched t
Thanks, Enrico and Harold.
I have searched the archives for this topic, but all I can find is
about the multivariate normal or uniform generator, which doesn't help
in my case.
Harold's transformation is good for getting the correlation, but the
negative binomial distribution will be changed afte
Do you mean something like this?
> cors <- matrix(c(1, .9, .8, .8, .9, 1, .8, .8, .8, .8, 1, .9, .8, .8, .9, 1),
> 4)
> L <- chol(cors)
> N <- 1000
> dat <- cbind(rnbinom(N, mu = 4, size = 1), rnbinom(N, mu = 4, size = 1),
> rnbinom(N, mu = 4, size = 1), rnbinom(N, mu = 4, size = 1))
> result <-
Hi Yue Yu,
similar questions have been discussed several times on this list; you may
want to search the archives.
Do you mean linear correlation, or rank correlation? In general, a given
linear correlation will not always be attainable (though in your case, it
probably will). If _rank_ correlati
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