[R] Generating uniformly distributed correlated data.
Søren Faurby
soren.faurby at biology.au.dk
Sun Feb 20 03:17:42 CET 2011
I wish to generate a vector of uniformly distributed data with a
defined correlation to another vector
The only function I have been able to find doing something similar is
corgen from the library ecodist.
The following code generates data with the desired correlation to the
vector x but the resulting vector y is normal and not uniform
distributed
library(ecodist)
x <- runif(10^5)
y <- corgen(x=x, r=.5)$y
Do anyone know a similar function generating uniform distributed data
or a way of transforming y to the desired distribution while keeping
the correlation between x and y
Kind regards, Soren
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