get_corvars | R Documentation |

Given the mean and desired correlations, generate normal, correlated variables.

get_corvars(n = 10, mu, sigma, tol = 1e-06, seed = NULL)

`n` |
The number of samples required. |

`mu` |
A vector with the means for the variables. |

`sigma` |
A symmetric, positive-definite matrix with the (co)variance or correlation matrix of the variables. |

`tol` |
Tolerance (relative to largest variance) for numerical lack of positive-definiteness in sigma. |

`seed` |
An integer value interpreted as seed. |

A tibble containing the simulated data.

Tiago Olivoto tiagoolivoto@gmail.com

sigma <- matrix(c(1, .3, 0, .3, 1, .9, 0, .9, 1),3,3) mu <- c(6,50,5) df <- get_corvars(n = 10000, mu = mu, sigma = sigma, seed = 101010) mean_by(df) cor(df)

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