Displaying 2 results from an estimated 2 matches for "generating_correlated_random_numb".
2007 Jun 12
4
Generating artificial datasets with a specific correlation coefficient.
I need to create artificial datasets with specific correlation
coefficients (i.e. a dataset that returns r = 0.30, etc.) as examples
for a lab I am teaching this summer. Is there a way to do that in R?
Thanks.
Jim Milks
Graduate Student
Environmental Sciences Ph.D. Program
136 Biological Sciences
Wright State University
3640 Colonel Glenn Hwy
Dayton, OH 45435
[[alternative HTML version
2010 May 05
0
R-help Digest, Vol 87, Issue 5
...from different
> >> distributions
> >>
> >> I need to generate a set of correlated random variables for a Monte
> >> Carlo simulation. ? The solutions I have found
> >> (http://www.stat.uiuc.edu/stat428/cndata.html,
> >> http://www.sitmo.com/doc/Generating_Correlated_Random_Numbers),
> using
> >> Cholesky Decomposition, seem to work only if the variables come from
> >> the same distribution with the same parameters. ?My situation is
> that
> >> each variable may be described by a different distribution (or
> >> different parameters...