Dear Menghui, You may consider looking in Luc Devroye's "Non-uniform Random Number Generation". Despite its title, section XI.3.2 describes how to generate bivariate uniforms. The book is out of print but Devroye himself urges you to print it from his scanned PDFs(!):
http://cgm.cs.mcgill.ca/~luc/rnbookindex.html Hope this helps, alejandro On 7/1/05, Menghui Chen <[EMAIL PROTECTED]> wrote: > 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 > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
