[R] Generating correlated data from uniform distribution

[alejandro munoz]

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 at 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
> 
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