On Nov 30, 2012, at 10:34 AM, jaybell wrote: > m <- matrix(nrow=5, ncol=5) > m <- ifelse(row(m)==col(m), 1, 0.2) > c <- chol(m) # Choleski decomposition > u <- matrix(rnorm(2000*5), ncol=5) > uc <- u %*% c > cr <- pnorm(uc) > cr <- qbinom(cr,1,0.5) > cor(cr) > I expected that the cor(cr) to be 0.2 as i set in m, but the result is > around 0.1. > Why is that? Thanks
Cross-posting to rhelp and Stackoverflow is deprecated (at least on Rhelp). If you didn't get effective advice after a reasonable interval (measured in days) it would make sense to look elsewhere. But this is essentially a statistics questions rather than a coding question and you were advised on SO to post the question on a website that is designed for statistics questions. Rhelp is not that site. -- David Winsemius, MD Alameda, CA, USA ______________________________________________ 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.
