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
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