Well, without saying what sort of random numbers you mean, it's a little hard, but here's one straightforward way to do it for 2 normally distributed rvs.
X1 = rnorm(100) X2 = rnorm(100) Y = X1 Z = 0.4*X1+sqrt(1-0.4)*X2 then cor(Y,Z) ~ 0.4 In function terms: CorrNorm <- function(n=100, rho = 0.4) { X1 = rnorm(n); X2 = rnorm(n) Z = cbind(X1, rho*X1+sqrt(1-rho^2)*X2) return(Z) } Hope this helps, Michael Weylandt PS -- Depending on what you may want/need/intend check out the rmnorm() function for a multivariate random normal. On Thu, Aug 11, 2011 at 8:23 AM, Kathie <kathryn.lord2...@gmail.com> wrote: > Dear R users > > I'd like to generate two sets of random numbers with a fixed correlation > coefficient, say .4, using R. > > Any suggestion will be greatly appreciated. > > Regards, > > Kathryn Lord > > -- > View this message in context: > http://r.789695.n4.nabble.com/generate-two-sets-of-random-numbers-that-are-correlated-tp3735695p3735695.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. > [[alternative HTML version deleted]] ______________________________________________ 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.