Thanks to everybody for helpfull answers.
In case other people want to generate similar data at one time
The one function I have found without any apparant bias ( such as
extreme clustering of the datapoints along one or both diagonals in
plot(x,y) or a slight bias in the generated correlations is the
function pcu from the library simecol
Kind regards, Soren
Citat af Spencer Graves <spencer.gra...@structuremonitoring.com>:
You may also be interested in the "psych" package or possibly
"mvtBinaryEP". I found these using "sos":
library(sos)
tc <- findFn('tetrachoric correlation') # 26 matches
tcs <- findFn('tetrachoric correlations')#27 matches
tc. <- tc|tcs
summary(tc.) # 35 links in 5 pkgs
tc.
All but 3 of the 35 links are to "psych", and 2 of the
remaining 3 are to two different copies of "mvtBinaryEP". You might
also Google for "tetrachoric correlation".
# OR:
u <- findFn('uniformly distributed correlated data') # 3 matches
Hope this helps.
Spencer
On 2/19/2011 9:21 PM, Jorge Ivan Velez wrote:
Hi Soren,
Take a look at http://tolstoy.newcastle.edu.au/R/help/05/07/7741.html
HTH,
Jorge
On Sat, 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
Kind regards, Soren
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