R help - Jan 2013 - How to create a random matrix with conditions

Hi!

I want to create a random matrix with 15 variables, each variable having
1000 observations.
Between each two variables, I want to define a specific (*not *random)
correlations between them, but still saving the "randomness" of each
variable (mean=zero, s.d=1).
How can I do this in R?

thanks,
Simon

	[[alternative HTML version deleted]]

You didn't say how you want these variables to be distributed, but in 
case you want a multivariate normal, then have a look at function 
mvrnorm() from package MASS, and especially at the 'empirical' argument,
e.g.,

library(MASS)

# assumed covariance matrix
V <- cbind(c(2, 1), c(1, 1.2))
V

x1 <- mvrnorm(1000, c(0,0), V, empirical = FALSE)
var(x1)

x2 <- mvrnorm(1000, c(0,0), V, empirical = TRUE)
var(x2)


I hope it helps.

Best,
Dimitris


On 1/28/2013 7:11 AM, Simon Givoli wrote:
> Hi!
>
> I want to create a random matrix with 15 variables, each variable having
> 1000 observations.
> Between each two variables, I want to define a specific (*not *random)
> correlations between them, but still saving the "randomness" of
each
> variable (mean=zero, s.d=1).
> How can I do this in R?
>
> thanks,
> Simon
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org 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.
>
-- 
Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center

Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
Tel: +31/(0)10/7043478
Fax: +31/(0)10/7043014
Web: http://www.erasmusmc.nl/biostatistiek/

First you must learn to be more specific in your description of what you want.
That will allow others to understand what you actually want rather than
guessing.

Perhaps try creating a small (3 var by 10 values) example, and describe the
actual correlations you have created.

If your problem is that you don't know how to create what you want with any
tool, then you should figure that out before posting here.
stats.stackexchange.com might be helpful if that is the case.
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Simon Givoli <givolis at gmail.com> wrote:
>Hi!
>
>I want to create a random matrix with 15 variables, each variable
>having
>1000 observations.
>Between each two variables, I want to define a specific (*not *random)
>correlations between them, but still saving the "randomness" of
each
>variable (mean=zero, s.d=1).
>How can I do this in R?
>
>thanks,
>Simon
>
>	[[alternative HTML version deleted]]
>
>______________________________________________
>R-help at r-project.org 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.