On Sun, Feb 20, 2011 at 12:18 AM, Peter Langfelder <peter.langfel...@gmail.com> wrote: > On Sat, Feb 19, 2011 at 6:17 PM, Søren Faurby > <soren.fau...@biology.au.dk> wrote: >> I wish to generate a vector of uniformly distributed data with a defined >> correlation to another vector >> >> The only function I have been able to find doing something similar is corgen >> from the library ecodist. >> >> The following code generates data with the desired correlation to the vector >> x but the resulting vector y is normal and not uniform distributed >> >> library(ecodist) >> x <- runif(10^5) >> y <- corgen(x=x, r=.5)$y >> >> Do anyone know a similar function generating uniform distributed data or a >> way of transforming y to the desired distribution while keeping the >> correlation between x and y > > Hi Soren, > > I'm not aware of such functions, but you can try the following code: > > # generate some x > n = 100 > x = runif(n) > r = 0.5; > > y = r * scale(x) + sqrt(1-r^2) * scale(runif(n)); > > cor(x,y) >
That's the method used in corgen() and it produces a normally-distributed y even if x is uniform. Correlated normals are a much easier problem than correlated uniforms. Maybe some of the other links will give you ideas. Sarah -- Sarah Goslee http://www.functionaldiversity.org ______________________________________________ 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.
