Generate a vector from a uniform distribution correlated with another distribution

Allow user to draw from a uniform distribution correlated with a user specified vector

Usage

runifcor.cor(x, rho)

Arguments

x

variable to draw from

rho

correlation coefficient between x and result of function

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

Note

runif only works coming from uniform data

References

modified from Eric Neuwirth, R-help mailing list post "Generating uniformly distributed correlated data" (2011)

Author

Jared E. Knowles

Examples

x <- runif(1000)
y <- runifcor.cor(x, 0.2)
cor(x,y) # very close to 0.2
#> [1] 0.195075
mean(y) 
#> [1] 0.5170964
sd(y)   
#> [1] 0.2854086