MathGroup Archive 2006

[Date Index] [Thread Index] [Author Index]

Search the Archive

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


  • Prev by Date: Re: Question regarding replacement
  • Next by Date: Simplifying the root of a quadratic
  • Previous by thread: Re: Format menu problem
  • Next by thread: Re: correlated random vector