Dear R users
I use simulated data to evaluate a model by sampling the parameters in
my model from lognormal distributions.
I would like these (lognormal distributed) parameters to be correlated,
that is, I would like to have pairwise samples of 2 parameters with a
given correlation
Mollet, Fabian:
I would like these (lognormal distributed) parameters to be correlated,
that is, I would like to have pairwise samples of 2 parameters with a
given correlation coefficient.
I have seen that a covariance matrix can be fixed when generating random
variables from a
This reference may be relevant for you: Connover, W.J., Iman, R.L. A
distribution-free approach to inducing rank correlation among input
variables. Technometric, 3, 311-334, 1982.
Also, you may want to look at a more modern approach implemented in the
copula package:
install.packages(copula)
