Dear Michael, On Sat, Nov 6, 2010 at 7:27 PM, michael <tufemich...@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/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
