[R] How to simulate correlated data

Robin Hankin r.hankin at noc.soton.ac.uk
Thu Dec 15 16:50:10 CET 2005


Hi

you need

library(mvtnorm)

then

a <- rmvnorm(n=10000,mean=c(20,40),sigma=matrix(c(5,0.6*sqrt(50), 
0.6*sqrt(50),10),2,2))



will do what you want


HTH

rksh



On 15 Dec 2005, at 15:33, Lisa Wang wrote:

> Hello there,
>
> I would like to simulate X --Normal (20, 5)
>                          Y-- Normal (40, 10)
>
> and the correlation between X and Y is 0.6. How do I do it in R?
>
> Thank you very much
>
> Lisa Wang Msc.
> Princess Margaret Hospital
> Toronto, Ca
>
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--
Robin Hankin
Uncertainty Analyst
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
  tel  023-8059-7743




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