Displaying 1 result from an estimated 1 matches for "heteroske2".
2008 Jul 22
1
How to simulate heteroscedasticity (correlation)
....8*sqrt(50),
0.8*sqrt(50),10),2,2))
(using library(mvtnorm))
Now I also want to generate two correlated variables where the error
variance vary over the variable-correlation.
And I want to plot this for showing heteroscedasticity.
Like shown here:
http://upload.wikimedia.org/wikipedia/de/1/1b/Heteroske2.png
Is that possible with R?