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Create two uniformly random variables correlated
3 messages · Soberon Velez, Alexandra Pilar, Jean V Adams, Enrico Schumann
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This topic has been discussed (quite recently) on R-help. http://r.789695.n4.nabble.com/Generating-uniformly-distributed-correlated-da ta-td3314905.html Enrico
-----Urspr?ngliche Nachricht----- Von: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] Im Auftrag von Soberon Velez, Alexandra Pilar Gesendet: Donnerstag, 25. August 2011 11:15 An: r-help at r-project.org Betreff: [R] Create two uniformly random variables correlated Hello, I want to create two random variables (x1,x2) both with uniform distribution bounded by (-1) and (1) that has a correlation of 0.6 between them. Does somebody know how I can do it? For normal random variables I known how to implement it with the rmvnorm command but I don't know how to do it with variables uniformly distributed. Thanks a lot. Alexandra [[alternative HTML version deleted]]
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