Jay,

      Yes I'm looking for unif(0,1) and your method works just fine. I
suppose your method should work for dimensions greater than 2, am I right?

Michael

On Sat, Nov 6, 2010 at 8:05 PM, G. Jay Kerns <gkerns@ysu.edu> wrote:

> Dear Michael,
>
> On Sat, Nov 6, 2010 at 7:27 PM, michael <tufemichael@gmail.com> wrote:
> > Ted,
> >
> >      Thanks for your help, it is right on the money!
> >
> > for your comments:
> > 1. Yes I mean 100 by 2, each variable x1, x2 is 100 by 1.
> > 2. The correlation is the only free parameter.
> >
> > Michael
> >
> >
>
> I like Ted's solution.  If all you are looking for is unif(0,1), you
> could use the Probability Integral Transform;  something like this:
>
> set.seed(1)
>
> library(MASS)
> S <- matrix(c(1, 0.9, 0.9, 1), nrow = 2)
> X <- mvrnorm(100, mu = c(0,0), Sigma = S)
> Y <- pnorm(X)
>
> var(Y)
> cor(Y)
>
> You could also use copulas, but those depend on contributed packages
> (and you can read more about them on the CRAN Task View for
> probability distributions).
>
> Hope this helps,
> Jay
>
>
> __________________________
> G. Jay Kerns, Ph.D.
> Youngstown State University
> http://people.ysu.edu/~gkerns/
>

	[[alternative HTML version deleted]]

