maybe this helps http://comisef.wikidot.com/tutorial:correlateduniformvariates
regards enrico > -----Ursprüngliche Nachricht----- > Von: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] Im Auftrag von Søren Faurby > Gesendet: Sonntag, 20. Februar 2011 03:18 > An: r-help@r-project.org > Betreff: [R] Generating uniformly distributed correlated data. > > 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 > > Kind regards, Soren > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.