Hi list:
Here is one approach that will generate two uniformly distributed
variables with a correlation of 0.5 --
> N <- 1000
> x <- sample(1:9,N,replace=TRUE)
> uni <- runif(N)
> y <- (uni<0.5)*x+(uni>0.5)*sort(x)
> (y.freq <- table(y) )
y
1 2 3 4 5 6 7 8 9
123 114 113 105 126 102 110 95 112
> chisq.test(y.freq)
Chi-squared test for given probabilities
data: y.freq
X-squared = 6.812, df = 8, p-value = 0.557
> cor(x,y)
[1] 0.5418051
It seems obvious that the correlation can be adjusted by changing 0.5 to
r and 1-r, respectively in the assigment --
y <- (uni<0.5)*x+(uni>0.5)*sort(x)
It is worth reflecting about whether this algorithm reflects the
real-world process you wish to simulate.
Larry Hotchkiss
On 2/21/2011 6:00 AM, r-help-requ...@r-project.org wrote:
> Generating uniformly distributed correlated data.
Message: 1
Date: Sun, 20 Feb 2011 12:36:43 +0100
From: "Enrico Schumann"<enricoschum...@yahoo.de>
To: "=?iso-8859-1?Q?'S=C3=B8ren_Faurby'?="
<soren.fau...@biology.au.dk>
Cc:r-help@r-project.org
Subject: Re: [R] Generating uniformly distributed correlated data.
Message-ID:<7C892818271C43E08DCFD8277CBD01CB@EnricosPC>
Content-Type: text/plain; charset="iso-8859-1"
maybe this helps
http://comisef.wikidot.com/tutorial:correlateduniformvariates
regards
enrico
> > -----Urspr?ngliche Nachricht-----
> > Von:r-help-boun...@r-project.org
> > [mailto:r-help-boun...@r-project.org] Im Auftrag von S??ren Faurby
> > Gesendet: Sonntag, 20. Februar 2011 03:18
> > An:r-help@r-project.org
> > Betreff: [R] Generating uniformly distributed correlated data.
> >
> > 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(105)
> > 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
> >
> > Kind regards, Soren
> >
> > ______________________________________________
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> > 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.
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