corgen <- function (len, x, r, population = FALSE, epsilon = 0)
{
# remember the sign of the correlation for later
rsign <- sign(r)
if (rsign == 0)
rsign <- 1
r <- abs(r)
# need to either specify x-data or the desired vector length
if (missing(x)) {
if (missing(len)) {
stop("Must specify x or len.\n")
}
else {
# if x wasn't given, sample it from a normal distribution
x.rand <- TRUE
x <- scale(rnorm(len))
x.orig <- x
}
}
else {
# can either draw from a population or simulate an exact
# correlation (within epsilon), but not both
if (population == TRUE) {
# if x is given, population is set to FALSE
warning("If x is specified population is ignored.\n")
population <- FALSE
}
x.rand <- FALSE
len <- length(x)
x.orig <- x
x <- scale(x)
}
if (epsilon != 0) {
if (population == TRUE) {
warning("If epsilon is specified population is ignored.\n")
population <- FALSE
}
}
## Here's where the real work starts
# First, draw y from a normal distribution
y <- scale(rnorm(len))
if (!population & x.rand) {
# if exact correlations are desired, use princomp to
# create uncorrelated data
# UNLESS x is given - princomp would trash the
# specified x values
xy <- princomp(cbind(x, y))$scores
x <- xy[, 1]
x.orig <- x
y <- xy[, 2]
}
# create a new y based on x and the desired correlation
a <- r/sqrt(1 - r^2)
y <- x * a + y
if (epsilon > 0) {
itcounter <- 0
# check to see if cor(x, y) meets the given tolerances
# this is kludgy, but works
while (abs(cor(x, y) - r) > epsilon) {
# sometimes takes too long or doesn't converge
# with given starting point
if(itcounter > 1000) {
if(x.rand) {
x <- scale(rnorm(len))
x.orig <- x
itcounter <- 0
}
else {
# hopefully never get here
stop("Doesn't converge.\n")
}
}
itcounter <- itcounter + 1
# if not within epsilon, generate a new y
y <- scale(rnorm(len))
if (!population & x.rand) {
xy <- princomp(cbind(x, y))$scores
x <- xy[, 1]
x.orig <- x
y <- xy[, 2]
}
a <- r/sqrt(1 - r^2)
y <- x * a + y
}
}
# return x and y with the correct sign of r restored
list(x = x.orig, y = y * rsign)
}
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