correlated random vector
- To: mathgroup at smc.vnet.net
- Subject: [mg63903] correlated random vector
- From: Jan Schmedes <jasch at crustal.ucsb.edu>
- Date: Sat, 21 Jan 2006 01:50:52 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
Dear group, given a vector of observed data x i would like to create a vector with uniform distributed random numbers y that is correlated with the observed vector, that is, corr(x,y)=r for a given r, say 0.6. Is that possible and how could i do that in Mathematica? Regards Jan