[R] Random walk

[Sergio Andrés Estay Cabrera]

Hi everybody,


I am trying to generate two random walks with an specific correlation, 
for example, two random walks of 200 time steps with a correlation 0.7.

I built the random walks with:

x<-cumsum(rnorm(200, mean=0,sd=1))
y<-cumsum(rnorm(200, mean=0,sd=1))

but I don't know how to fix the correlation between them.

With white noise is easy to fix the correlation using the function 
rmvnorm in the package mvtnorm

I surfed in the web in the searchable mail archives in the R web site 
but no references appears.

If you have some advices to solve this problems I would be very thankful.

Thanks in advance.

Sergio A. Estay
*CASEB *
Departamento de Ecología
Universidad Catolica de Chile

-- 
“La disciplina no tiene ningún mérito en circunstancias ideales. ” – Habor Mallow