[urgent]: random sample with predefined correlation

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Article #59

#59

From: Pedro Cardoso
Date: Sun, 02 Oct 2005 22:01

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Hello all, I have this problem:

    I have a vector x of values and I would like "randomly" produce other 
vector y,
    such that correlation(x,y) is equal to some predefined value.

    example:
        x=(1, 2, 1, 2, 3, 4, 5, 1, 8)
        y=(?, ?; ?, ?, ?, ?, ?, ?, ?)
        correlation(x,y)=0.7


    Can anyone help?

best regards,
Pedro.

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From: "Pedro Cardoso" <pjscardoso@netcabo.pt>
Newsgroups: alive.statistics,alt.sci.math.statistics.prediction,pt.ciencia.geral
Subject: [urgent]: random sample with predefined correlation
Date: Sun, 2 Oct 2005 23:01:41 +0100
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