If you want the samples to have exact correlation that you have specified, then you must specify the `empirical=TRUE' option:
mvrnorm(n=1000, rep(0, 2), Sigma, empirical=TRUE) Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: Liviu Andronic <landronim...@gmail.com> Date: Monday, December 14, 2009 8:52 am Subject: Re: [R] Determining the correlation coefficient? To: Anja Mohorko <nekostrg...@yahoo.com> Cc: r-help@r-project.org > Hello > > On 12/14/09, Anja Mohorko <nekostrg...@yahoo.com> wrote: > > Hello, I need your help! Probably the answer is quite easy, but > still ... > > How can I sample two (or more) vectors of data from a normal > distribution so they are correlated with an exact value I select (for > example pearson's r = .30)? > > > > require(MASS) > Sigma <- matrix(c(10,3,3,2),2,2) > Sigma > mvrnorm(n=1000, rep(0, 2), Sigma) > > Liviu > > ______________________________________________ > R-help@r-project.org mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.