correlated_vars {metan}

Generate correlated variables

Description

Generate correlated variables using a vector of know values and desired maximum and minimum correlations

Usage

correlated_vars(
  y,
  min_cor = -1,
  max_cor = 1,
  nvars,
  constant = NULL,
  operation = "*",
  x = NULL
)

Arguments

y

A vector to generate variables correlated with.

min_cor

The minimum desired correlation.

max_cor

The maximum desired correlation.

nvars

The number of variables.

constant

A constant. Use operation to define which operation is used.

operation

The operation to be applied to the constant value.

x

An optional vector of the same length of y. If not informed (default) then a normally distributed variable (mean = 0, sd = 1) will be used.

Value

A data frame with the y variable and the correlated variables.

Author(s)

Tiago Olivoto [e-mail]

Examples

library(metan)
y <- rnorm(n = 10)
cor_vars <- correlated_vars(y, nvar = 6)
plot(cor_vars)