[R] Generating artificial datasets with a specific correlati

[(Ted Harding)]

On 12-Jun-07 20:54:05, Ken Knoblauch wrote:
> see mvrnorm in MASS and especially the empirical argument
> 
> James Milks <james.milks <at> wright.edu> writes:
> 
> 
>> I need to create artificial datasets with specific correlation  
>> coefficients (i.e. a dataset that returns r = 0.30, etc.) as examples 
>> for a lab I am teaching this summer.  Is there a way to do that in R?
>> 
>> Thanks.
>> 
>> Jim Milks

Alternatively, if you would prefer your datasets to have non-nomal
distributions, consider the fact that if X and Y are independent,
each with mean 0 and variance 1, then the correlation coefficient
between (X + a*Y)  and (X - a*Y) is

  (1 - a^2)/(1 + a^2)

so if you choose a = sqrt((1 - r)/(1 + r)) then these will have
correlation coefficient r.

So generate X and Y as you please, and then continue as above.

Best wishes,
Ted.

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Date: 13-Jun-07                                       Time: 00:35:59
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