Bernd Weiss berndweiss

berndweiss / gist:823292

Created February 11, 2011 23:50

Using R to simulate correlated data which is not standard-normally distributed

	library(MASS)

	## let's assume that
	## X ~ N(1.0, 1.5)
	## Y ~ N(2.0, 2.1)
	## Z ~ N(0.5, 1.0)
	## r_XY = 0.2, r_XZ = 0.4, r_YZ = -0.3

	## create a vector of standard diviations
	std <- c(1.5, 2.1, 1.0)