data.gen.norm: Generate correlated normal variates

In synthesis: Generate Synthetic Data from Statistical Models

Generate correlated normal variates

Description

Generate correlated normal variates

Usage

data.gen.norm(n, mu = rep(0, 2), sd = rep(1, 2), r = 0.6, sigma)

Arguments

n	The data length to be generated.
mu	A vector giving the means of the variables.
sd	A vector giving the standard deviation of the variables.
r	The target Pearson correlation, default is 0.6.
sigma	A positive-definite symmetric matrix specifying the covariance matrix of the variables.

Value

A matrix of correlated normal variates

synthesis documentation built on Nov. 2, 2023, 5:51 p.m.