> -----Original Message-----
> From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of JEFFERY
> REICHMAN
> # Standard deviations and correlation
> sig_x <- 1
> sig_y <- 1
> rho_xy <- 0.0
>
> # Covariance between X and Y
> sig_xy <- rho_xy * sig_x *sig_y
>
> # Covariance matrix
> Sigma_xy <- matrix(c(sig_x ^ 2, sig_xy, sig_xy, sig_y ^ 2), nrow = 2, ncol =
> 2)
> ...
> Problem is this results in sigma(x) = sigma(y), rho=0 ...
> What I have created creates a circle.
Er, yes ... that is what you asked for.
Have you tried rho_xy=0.7 or similar in the code above?
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