Generating Correlated Data Sets
by Robert M. Lynch.
Techniques using Common Elements Correlation to generate correlated data sets are described. Two illustrations are provided. The first
describes a simple process to produce a data set for two variables with a specified correlation. The second illustrates the creation of a larger
dataset for a three variable correlation matrix with specified correlations. Positive and negative correlations are considered.
Correlation, correlated data sets, Monte Carlo analysis, Variable generation
Robert M. Lynch, Em firstname.lastname@example.org ail1
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