Re: [R] Generating correlated data from uniform distribution

From: alejandro munoz <guerinche_at_gmail.com>
Date: Sat 02 Jul 2005 - 10:11:41 EST

Dear Menghui,

You may consider looking in Luc Devroye's "Non-uniform Random Number Generation". Despite its title, section XI.3.2 describes how to generate bivariate uniforms. The book is out of print but Devroye himself urges you to print it from his scanned PDFs(!):

http://cgm.cs.mcgill.ca/~luc/rnbookindex.html

Hope this helps,

alejandro

On 7/1/05, Menghui Chen <menghui@gmail.com> wrote:
> Dear R users,
>
> I want to generate two random variables (X1, X2) from uniform
> distribution (-0.5, 0.5) with a specified correlation coefficient r.
> Does anyone know how to do it in R?
>
> Many thanks!
>
> Menghui
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jul 02 10:15:28 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:33:11 EST