[R] Simulate data based on correlation coefficient

[joris.dewolf at cropdesign.com]

Try this:

rnormcor <- function(x,rho) rnorm(1,rho*x,sqrt(1-rho^2))

a <- rnorm(1000,0,1)
b <- sapply(a, rnormcor, rho = 0.7)

cor(a,b)


Joris










                                                                           
             "Gustavo"                                                     
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                                       [R] Simulate data based on          
             06/10/2007 04:48          correlation coefficient             
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           




Hello all,



I have a vector with 1000 values and I would like to generate other
correlated vector, but with different correlation coefficient (for example,

r = 0.7).

Any ideas how can I do this?



Regards,

Gustavo.






_______________________________________________________

Experimente já e veja as novidades.

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