[R] simulated correlated vectors
Karl Ove Hufthammer
karl at huftis.org
Fri Nov 13 09:10:46 CET 2009
On Thu, 12 Nov 2009 08:10:12 -0800 (PST) carol white <wht_crl at yahoo.com>
wrote:
> Having a vector x of float type without any assumption of its distribution
> (mean, variance etc), how to generate another vector that is
> correlated with x?
Define an arbitrary function 'f', where 'f' may have a random component,
and calculate f(x).
> Extensibility: how to simulate more than two correlated vectors (again
> float type and no preference for their distribution and without having
> vector x)?
Repeat step 1 several times. If you don't have 'x', define an arbitrary
vector 'x' first ...
HTH. HAND.
--
Karl Ove Hufthammer
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