Re: Generating a Matrix of Random values with a specified Correlation

On Sep 25, 9:13 am, willgarri...@xxxxxxxxx wrote:
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.

What has array B got to do with the correlation between A & C? ,

Bill J
.

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