[R] generating a random signal with a known correlation

Yasir Kaheil kaheil at gmail.com
Mon Aug 11 21:57:52 CEST 2008


Hi,
How can I generate a random signal that's correlated with a given signal at
a given correlation (say 0.7)?
I've been looking at rmvnorm etc but don't seem to figure it out. Thanks


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Yasir H. Kaheil
Columbia University
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