At 17:01 11/08/2011, Kathie wrote:
almost forgot. In fact, I want to generate correlated Poisson random vectors.
Kathie
Typing generate random poisson into the R Site Search gives a number
of hits. Does any of them do what you require?
Thank you anyway
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On 11/08/2011 1:33 PM, Duncan Murdoch wrote:
On 11/08/2011 12:01 PM, Kathie wrote:
> almost forgot. In fact, I want to generate correlated Poisson random vectors.
Saying you want two random variables to be correlated doesn't specify
the joint distribution, so there will be a lot of solutions.
Here is a simple method
z1 <- rpois(n,mu1)
z2 <- rpois(n,mu1)
z3 <- rpois(n,mu2)
Y <- z1 + z3
X <- z2 + z3
Cov(X,Y) = mu2, so Cor(X,Y) = mu2/(mu1+mu2)
albyn
On Thu, Aug 11, 2011 at 09:01:50AM -0700, Kathie wrote:
> almost forgot. In fact, I want to generate correlated Poisson random vectors.
>
On 11/08/2011 12:01 PM, Kathie wrote:
almost forgot. In fact, I want to generate correlated Poisson random vectors.
Saying you want two random variables to be correlated doesn't specify
the joint distribution, so there will be a lot of solutions. Here's
one, for the case where both variables
almost forgot. In fact, I want to generate correlated Poisson random vectors.
Thank you anyway
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__
If you want random numbers sampled from the normal distribution, you
can use the mvrnorm function in MASS.
Best,
Ista
On Thu, Aug 11, 2011 at 8:23 AM, Kathie wrote:
> Dear R users
>
> I'd like to generate two sets of random numbers with a fixed correlation
> coefficient, say .4, using R.
>
> Any
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 =
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
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