[R] Generating correlated data from uniform distribution
guerinche at gmail.com
Sat Jul 2 02:11:41 CEST 2005
You may consider looking in Luc Devroye's "Non-uniform Random Number
Generation". Despite its title, section XI.3.2 describes how to
generate bivariate uniforms. The book is out of print but Devroye
himself urges you to print it from his scanned PDFs(!):
Hope this helps,
On 7/1/05, Menghui Chen <menghui at gmail.com> wrote:
> Dear R users,
> I want to generate two random variables (X1, X2) from uniform
> distribution (-0.5, 0.5) with a specified correlation coefficient r.
> Does anyone know how to do it in R?
> Many thanks!
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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