[R] Generation of correlated variables
pmassicotte at hotmail.com
Thu Mar 15 19:14:27 CET 2012
This is not really working. Here what I have for the moment.
x <- 1:100
y1 <- corgen(x=x, r=.85, epsilon=.01)$y
y2 <- corgen(x=x, r=.5, epsilon=.01)$y
y3 <- corgen(x=x, r=.25, epsilon=.01)$y
a = poly(cbind(y1, y2, y3), degree=1)
In that case, the correlation between y1 and y2 is the same as a[,1] and
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