[R] Determining the correlation coefficient?

[Ravi Varadhan]

If you want the samples to have exact correlation that you have specified, then you must specify the `empirical=TRUE' option:

mvrnorm(n=1000, rep(0, 2), Sigma, empirical=TRUE)

Ravi.
____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: Liviu Andronic <landronimirc at gmail.com>
Date: Monday, December 14, 2009 8:52 am
Subject: Re: [R] Determining the correlation coefficient?
To: Anja Mohorko <nekostrgano at yahoo.com>
Cc: r-help at r-project.org


> Hello
> 
> On 12/14/09, Anja Mohorko <nekostrgano at yahoo.com> wrote:
> > Hello, I need your help! Probably the answer is quite easy, but 
> still ...
> >  How can I sample two (or more) vectors of data from a normal 
> distribution so they are correlated with an exact value I select (for 
> example pearson's r = .30)?
> >
> 
> require(MASS)
> Sigma <- matrix(c(10,3,3,2),2,2)
> Sigma
> mvrnorm(n=1000, rep(0, 2), Sigma)
> 
> Liviu
> 
> ______________________________________________
> R-help at r-project.org mailing list
> 
> PLEASE do read the posting guide 
> and provide commented, minimal, self-contained, reproducible code.