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tp4650475
2012 Nov 30
1
Choleski decomposition
...;- matrix(rnorm(2000*5), ncol=5)
uc <- u %*% c
cr <- pnorm(uc)
cr <- qbinom(cr,1,0.5)
cor(cr)
I expected that the cor(cr) to be 0.2 as i set in m, but the result is
around 0.1.
Why is that? Thanks
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