Generate correlated data vectors of a given length.

1 |

`len` |
Length of data vectors. |

`x` |
Independent data. If x is specified, the population parameter is automatically set to TRUE. |

`r` |
Correlation between data vectors. |

`population` |
TRUE for vectors drawn from two populations with correlation r, otherwise r is the sample correlation. |

`epsilon` |
If epsilon = 0, it has no effect, otherwise the sampling process is repeated until the sample correlation is within epsilon of r. This option allows the production of exactly-correlated data, within the limits of epsilon. Setting epsilon > 0 invalidates the population setting; data will be correlated within that range, rather than sampled from that population. |

Either x or len must be specified. This function has additional capabilities beyond the corgen function available in the stats package.

`x ` |
First data vector, either generated by corgen or given by the user. |

`y ` |
Second data vector. |

...

Sarah Goslee

1 2 3 4 5 6 7 8 9 10 11 | ```
# create two random variables of length 100 with correlation
# of 0.10 +/- 0.01
xy <- corgen(len=100, r=.1, epsilon=0.01)
# create two random variables of length 100 drawn from a population with
# a correlation of -0.82
xy <- corgen(len=100, r=-0.82, population=TRUE)
# create a variable y within 0.01 of the given correlation to x
x <- 1:100
y <- corgen(x=x, r=.5, epsilon=.01)$y
``` |

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