Generating Random Correlated Data Part 1

By | August 20, 2012

Generating Randomly Correlated Data with Cholesky Decomposition

This example shows how to transform randomly generated data continuous data into correlated data with a specified correlation.  This example uses the Cholesky decomposition to make the transformation into correlated data.  The second part to generating random data will be to discuss the process to generated associated random ordinal data.

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  1. Pingback: Simulating Random Multivariate Correlated Data (Continuous Variables) | Statistical Research

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