[R] How to simulate correlated data
Berwin A Turlach
berwin at maths.uwa.edu.au
Thu Dec 15 16:50:13 CET 2005
G'day Lisa,
>>>>> "LW" == Lisa Wang <lisawang at 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
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Berwin A Turlach Tel.: +61 (8) 6488 3338 (secr)
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