Simulate a correlated variable with a given correlation

Simulate a correlated variable with a given correlation

get_correlated_var(x, rho, sim_fun = rnorm, seed = 123)

Arguments

x

response variable

rho

target correlation

sim_fun

simulation function

Examples

B <- 250
res <- rep(0, B)

for (i in 1:250)
{
  y <- rnorm(1000)
  res[i] <- get_correlated_var(y, rho = 0.1)$cors
}

hist(res)