[R-sig-Geo] Simulating variables with predefined correlation and autocorrelation

[Amitha Puranik]

Hello everyone,

I'm trying to simulate a set of variables by specifying correlations. For
the simulated data, I also want to specify autocorrelations. Basically I am
trying to simulate data assuming spatial durbin model (a model which
accounts for autocorrelation in both Y and X). I came across the post
on ‘*Simulating
spatially autocorrelated data*’ in R-sig-geo (
https://stat.ethz.ch/pipermail/r-sig-geo/2011-September/012728.html) where
similar query was discussed, however the focus there was on generating
autocorrelated dependent variable.

Can anyone assist me on this? Thanks in advance.

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