Displaying 1 result from an estimated 1 matches for "chol2".
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chol
2007 Apr 05
1
Generate a serie of new vars that correlate with existingvar
...ecomposition to get independence
chol1 <- solve(chol(c1))
newx <- x1234 %*% chol1
# check that we have independence and x1 unchanged
zapsmall(cor(newx))
all.equal( x1234[,1], newx[,1] )
# create new correlation structure
newc<-diag(ndistr+1)
newc[1,-1]<- coefs
newc[-1,1]<- coefs
chol2 <- chol(newc)
finalx <- newx %*% chol2 * sd(x1) + mean(x1)
pairs(finalx)
CorelSets<-finalx
}
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> Dear Greg,
> Thanks million!
> "As good as it g...