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
READING THE ARTICLE: You can read the article in
portable document (.pdf) format (72919 bytes.)
NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.
This page has been accessed 339 times since JANUARY 20, 2016.
Return to the Home Page.