Generating a Matrix of Random values with a specified Correlation
- From: willgarrison@xxxxxxxxx
- Date: Thu, 25 Sep 2008 09:13:36 -0700 (PDT)
Hello,
I'm trying to generate two columns of random values where each value
is between 1 and 5 where the matrix as a whole has a specified
correlation.
Ideally this is what I'm looking for:
Example algorithm:
1. Generate 20 random values between 1 and 5 in array A.
2. Generate 20 random values between 1 and 5 in array B.
3. Create a 3rd array (array C), where array B is sorted so that array
A and array C have a correlation of X.
Does anyone have any ideas on how to do this?
This may be a horrible way to solve this problem. If so, does anyone
have any ideas on how else I could go about it?
Thank you.
.
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