[R] generate two sets of random numbers that are correlated

[Albyn Jones]

Here is a simple method

z1 <- rpois(n,mu1)
z2 <- rpois(n,mu1)
z3 <- rpois(n,mu2)

Y <- z1 + z3
X <- z2 + z3

Cov(X,Y) = mu2, so Cor(X,Y) = mu2/(mu1+mu2)

albyn

On Thu, Aug 11, 2011 at 09:01:50AM -0700, Kathie wrote:
> almost forgot. In fact, I want to generate correlated Poisson random vectors.
> Thank you anyway
> 
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-- 
Albyn Jones
Reed College
jones at reed.edu