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mvrnorm
2009 Feb 02
2
how to generate multiple random variables that are correlated
Hi.
I have two variables, x and y, that are each normally distributed with
mean 0 and have known standard deviations. The variables also have a
known correlation, so I can represent their correlations in a matrix
like so:
a <- array(c(0.3,0.1,0.1,0.2),c(2,2))
a
Is there an R function that generates random values for my two
variables given the correlation? I'd like to do this for up to