On Feb 19, 2011, at 9:17 PM, Søren Faurby wrote:
I wish to generate a vector of uniformly distributed data with a
defined correlation to another vector
The only function I have been able to find doing something similar
is corgen from the library ecodist.
The following code generates data with the desired correlation to
the vector x but the resulting vector y is normal and not uniform
distributed
library(ecodist)
x <- runif(10^5)
y <- corgen(x=x, r=.5)$y
Do anyone know a similar function generating uniform distributed
data or a way of transforming y to the desired distribution while
keeping the correlation between x and y
Package "copula" should support that.
(And.) These citations to the archives identified with an RSiteSearch
search on terms:
uniform multivariate correlation
http://finzi.psych.upenn.edu/Rhelp10/2010-November/258834.html
http://finzi.psych.upenn.edu/R/Rhelp02/archive/57042.html
(Not technically the Archives.)
--
David Winsemius, MD
West Hartford, CT
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