[R] Generating uniformly distributed correlated data.

[Søren Faurby]

Thanks to everybody for helpfull answers.

In case other people want to generate similar data at one time
The one function I have found without any apparant bias ( such as  
extreme clustering of the datapoints along one or both diagonals in  
plot(x,y) or a slight bias in the generated correlations is the  
function pcu from the library simecol

Kind regards, Soren

Citat af Spencer Graves <spencer.graves at structuremonitoring.com>:

>       You may also be interested in the "psych" package or possibly  
> "mvtBinaryEP".  I found these using "sos":
>
>
> library(sos)
> tc <- findFn('tetrachoric correlation') # 26 matches
> tcs <- findFn('tetrachoric correlations')#27 matches
> tc. <- tc|tcs
> summary(tc.) # 35 links in 5 pkgs
> tc.
>
>
>       All but 3 of the 35 links are to "psych", and 2 of the  
> remaining 3 are to two different copies of "mvtBinaryEP".  You might  
> also Google for "tetrachoric correlation".
>
>
> # OR:
> u <- findFn('uniformly distributed correlated data') # 3 matches
>
>
>       Hope this helps.
>       Spencer
>
>
> On 2/19/2011 9:21 PM, Jorge Ivan Velez wrote:
>> Hi Soren,
>>
>> Take a look at http://tolstoy.newcastle.edu.au/R/help/05/07/7741.html
>>
>> HTH,
>> Jorge
>>
>>
>> On Sat, Feb 19, 2011 at 9:17 PM, Søren Faurby<>  wrote:
>>
>>> 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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>> 	[[alternative HTML version deleted]]
>>
>>
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
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>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>