R/SimCor.R

In sbujarski/SpPack: Spencer's Personal Package

#' Simulating Correlated Data
#'
#' Simulates bivariate correlation of specified n, means, sd, and rho
#' @name SimCor
#' @param n number of datapoints to simulate
#' @param xmean mean of x variable
#' @param xsd standard deviation of x variable
#' @param ymean mean of y variable
#' @param ysd standard deviation of y variable
#' @param rho intended correlation
#' @return dataframe of correlated x and y variables
#' @keywords simulation
#' @export
#' @examples
#' SimCor(n=20, xmean=10, xsd=5, ymean=1, ysd=.5, rho=.5)

SimCor <- function (n, xmean, xsd, ymean, ysd, rho)
{
  xnorm <- rnorm(n,0,1)
  ynorm <- rnorm(n,0,1)
  a <- rho/(sqrt(1-rho^2))
  ycor <- a*xnorm+ynorm

  x <- xnorm*xsd+xmean
  y <- ycor*ysd+ymean

  return (data.frame(x,y))
}