Re: [R] How to simulate correlated data

From: Berwin A Turlach <berwin_at_maths.uwa.edu.au>
Date: Fri 16 Dec 2005 - 02:50:13 EST

G'day Lisa,

>>>>> "LW" == Lisa Wang <lisawang@uhnres.utoronto.ca> writes:

    LW> I would like to simulate X --Normal (20, 5) Y-- Normal (40,     LW> 10) and the correlation between X and Y is 0.6.

    LW> How do I do it in R?
That depends on what you want the joint distribution to be. :)

If you want the joint distribution to be normal, you could use the function mvrnorm() from the MASS package.

HTH. Cheers,

        Berwin

• Full address ============================ Berwin A Turlach Tel.: +61 (8) 6488 3338 (secr) School of Mathematics and Statistics +61 (8) 6488 3383 (self) The University of Western Australia FAX : +61 (8) 6488 1028 35 Stirling Highway Crawley WA 6009 e-mail: berwin@maths.uwa.edu.au Australia http://www.maths.uwa.edu.au/~berwin

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Dec 16 03:10:59 2005