Generate a vector from a chi-square distribution correlated with another distribution

Allow user to draw from a random chi-square distribution correlated with a user specified vector

Usage

rchisqcor(x, rho, na.rm = FALSE)

Arguments

x

variable to draw from

rho

correlation coefficient between x and result of function

na.rm

a logical indicating whether to fit the distribution excluding missing values or to fail on missing values

Value

a vector of the same length as x drawn from a normal distribution correlated with x at the level of rho

Details

Rough estimate

Author

Jared E. Knowles

Examples

x <- rnorm(1000, 1, 1)
y <- rchisqcor(x, 0.2)
cor(x,y) # very close to 0.2
#> [1] 0.1858327
mean(y) 
#> [1] 3.061784
sd(y)   
#> [1] 2.993986