> dat<-matrix(runif(2000),2,1000) > rho<-.77 > R<-matrix(c(1,rho,rho,1),2,2) > dat2<-t(ch)%*%dat > cor(dat2[1,],dat2[2,]) [1] 0.7513892 > dat<-matrix(runif(20000),2,10000) > rho<-.28 > R<-matrix(c(1,rho,rho,1),2,2) > ch<-chol(R) > dat2<-t(ch)%*%dat > cor(dat2[1,],dat2[2,]) [1] 0.2681669 > dat<-matrix(runif(200000),2,100000) > rho<-.28 > R<-matrix(c(1,rho,rho,1),2,2) > ch<-chol(R) > dat2<-t(ch)%*%dat > cor(dat2[1,],dat2[2,]) [1] 0.2814035 > See ?choleski
-----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Menghui Chen Sent: July 1, 2005 4:49 PM To: r-help@stat.math.ethz.ch Subject: [R] Generating correlated data from uniform distribution Dear R users, I want to generate two random variables (X1, X2) from uniform distribution (-0.5, 0.5) with a specified correlation coefficient r. Does anyone know how to do it in R? Many thanks! Menghui ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html