R help - May 2003 - generate correlated dataset

Hi,I want to generate a dataset, which have more than one clusters (say 2) and
the elements in each cluster have high correlation (say 0.85) andelements among
different clusters have low (say 0.1) or zero correlation.The correlation
structure of final dataset should have a block-diagonal structure, that likes 
0.85 0.85 .. 0.85 0 0 0 0 ...0 0 0...0 0 0
.......................................................0.85 0.85  .. 0.85 0 0 0
0...0 0 0 ...0 0 0 0 0 0 0 000 0000 0.85 0.85 0.85 .... 
0.85.........................................................0 0 0 0 0...... 0 0
0.85 0.85 .............0.85 for each block (cluster), I can use mvrnorm command
to generate data,but the key problem is I do not know how to generate data which
have 0correlation when elements are among different clusters???? Thank you very
much for your help!!! pin


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You could use mvrnorm once for each cluster, with a different mean vector
each time (if you mean clusters in that sense.) 

You could draw the number of observations in a cluster randomly if that's
important.

Reid Huntsinger

-----Original Message-----
From: ge yreyt [mailto:tothri2000 at yahoo.ca] 
Sent: Friday, May 09, 2003 5:02 PM
To: r-help
Subject: [R] generate correlated dataset


Hi,I want to generate a dataset, which have more than one clusters (say 2)
and the elements in each cluster have high correlation (say 0.85)
andelements among different clusters have low (say 0.1) or zero
correlation.The correlation structure of final dataset should have a
block-diagonal structure, that likes  0.85 0.85 .. 0.85 0 0 0 0 ...0 0 0...0
0 0 .......................................................0.85 0.85  ..
0.85 0 0 0 0...0 0 0 ...0 0 0 0 0 0 0 000 0000 0.85 0.85 0.85 ....
0.85.........................................................0 0 0 0 0......
0 0 0.85 0.85 .............0.85 for each block (cluster), I can use mvrnorm
command to generate data,but the key problem is I do not know how to
generate data which have 0correlation when elements are among different
clusters???? Thank you very much for your help!!! pin   


---------------------------------
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