Dimitri Liakhovitski
2007-May-20 01:21 UTC
[R] creating a multivariate set of variables with given intercorrelations
Hi!
I was wondering if there is a package in R that allows one to create a
multivariate data set with pre-specified intercorrelations among
variables, e.g., a set of 4 variables (with a length of N each), such
that the correlations between variables are:
a b c d
a 1 r1 r2 r3
b 1 r4 r5
c 1 r6
d 1
Thank you very much!
Dimitri Liakhovitski
Adaikalavan Ramasamy
2007-May-20 02:40 UTC
[R] creating a multivariate set of variables with given intercorrelations
I presume you want to generate normally or t-distributed values ? If so either have a look mvrnorm in the MASS package or the mvtnorm package. Dimitri Liakhovitski wrote:> Hi! > I was wondering if there is a package in R that allows one to create a > multivariate data set with pre-specified intercorrelations among > variables, e.g., a set of 4 variables (with a length of N each), such > that the correlations between variables are: > > a b c d > a 1 r1 r2 r3 > b 1 r4 r5 > c 1 r6 > d 1 > > Thank you very much! > Dimitri Liakhovitski > > ______________________________________________ > R-help at stat.math.ethz.ch 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. > > >
Mendiburu, Felipe (CIP)
2007-May-20 03:17 UTC
[R] creating a multivariate set of variables with givenintercorrelations
Dear Dimitri,
if you wish single the correlations, can use the following script:
a<-1:10
b<- rnorm(10)
c<- rbinom(10,8,0.3)
d<- rpois(10,8)
corr<-cor( cbind(a,b,c,d) )
round(as.dist(corr),2) # or only as.dist(corr)
a b c
b 0.07
c 0.19 -0.26
d -0.16 -0.13 -0.41
regards,
Felipe
Hi!
I was wondering if there is a package in R that allows one to create a
multivariate data set with pre-specified intercorrelations among
variables, e.g., a set of 4 variables (with a length of N each), such
that the correlations between variables are:
a b c d
a 1 r1 r2 r3
b 1 r4 r5
c 1 r6
d 1
Thank you very much!
Dimitri Liakhovitski
______________________________________________
R-help at stat.math.ethz.ch 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.