Hi. I have two variables, x and y, that are each normally distributed with mean 0 and have known standard deviations. The variables also have a known correlation, so I can represent their correlations in a matrix like so:
a <- array(c(0.3,0.1,0.1,0.2),c(2,2)) a Is there an R function that generates random values for my two variables given the correlation? I'd like to do this for up to 5 variables and I'm running version 2.7.2 on a windows platform. Thanks. eric ______________________________________________ [email protected] 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.
