R help - Aug 2011 - Create two uniformly random variables correlated

Hello,



I want to create two random variables (x1,x2) both with uniform distribution
bounded by (-1) and (1) that has a correlation of 0.6 between them.



Does somebody know how I can do it? For normal random variables I known how to
implement it with the rmvnorm command but I don't know how to do it with
variables uniformly distributed.



Thanks a lot.

Alexandra

	[[alternative HTML version deleted]]

Have you tried searching the R-Help archives?

I found some answers to a similar question by Googling

     r multivariate uniform distribution

Jean

Soberon Velez, Alexandra Pilar wrote on 08/25/2011 04:15:11
AM:
> 
> Hello,
> 
> 
> 
> I want to create two random variables (x1,x2) both with uniform 
> distribution bounded by (-1) and (1) that has a correlation of 0.6 
> between them.
> 
> 
> 
> Does somebody know how I can do it? For normal random variables I 
> known how to implement it with the rmvnorm command but I don't know 
> how to do it with variables uniformly distributed.
> 
> 
> 
> Thanks a lot.
> 
> Alexandra
> 
	[[alternative HTML version deleted]]

This topic has been discussed (quite recently) on R-help.

http://r.789695.n4.nabble.com/Generating-uniformly-distributed-correlated-da
ta-td3314905.html


Enrico
> -----Urspr?ngliche Nachricht-----
> Von: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] Im Auftrag von Soberon 
> Velez, Alexandra Pilar
> Gesendet: Donnerstag, 25. August 2011 11:15
> An: r-help at r-project.org
> Betreff: [R] Create two uniformly random variables correlated
> 
> Hello,
> 
> 
> 
> I want to create two random variables (x1,x2) both with 
> uniform distribution bounded by (-1) and (1) that has a 
> correlation of 0.6 between them.
> 
> 
> 
> Does somebody know how I can do it? For normal random 
> variables I known how to implement it with the rmvnorm 
> command but I don't know how to do it with variables 
> uniformly distributed.
> 
> 
> 
> Thanks a lot.
> 
> Alexandra
> 
> 	[[alternative HTML version deleted]]
> 
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