Make normally distributed vectors with specified relationships

rnorm_multi(n, vars = 3, mu = 0, sd = 1, r = 0, varnames = NULL,
  empirical = FALSE, as.matrix = FALSE, cors = NULL)

Arguments

n

the number of samples required

vars

the number of variables to return

mu

a vector giving the means of the variables (numeric vector of length 1 or vars)

sd

the standard deviations of the variables (numeric vector of length 1 or vars)

r

the correlations among the variables (can be a single number, vars\*vars matrix, vars\*vars vector, or a vars\*(vars-1)/2 vector)

varnames

optional names for the variables (string vector of length vars) defaults if r is a matrix with column names

empirical

logical. If true, mu, sd and r specify the empirical not population mean, sd and covariance

as.matrix

logical. If true, returns a matrix

cors

(deprecated; use r)

Value

a tbl of vars vectors

Examples

rnorm_multi(100, 3, 0, 1, c(0.2, 0.4, 0.5), varnames=c("A", "B", "C"))
#> A B C #> 1 -0.229205984 0.05434050 -0.082553025 #> 2 -0.184527852 -0.93898438 -0.472243042 #> 3 1.774870285 -1.08730473 -0.468335108 #> 4 0.711697535 -1.80634706 -1.037812399 #> 5 1.851906397 -0.36271461 0.598864450 #> 6 -0.618183054 -0.76118626 -1.013083828 #> 7 -0.885712391 0.58694959 0.794675360 #> 8 -0.493426953 -0.39790341 0.721515393 #> 9 -1.539404041 0.88546995 -0.347348154 #> 10 -0.888815759 -1.09732866 0.475757067 #> 11 -0.811332904 -0.55588347 -1.156501516 #> 12 0.963177799 -0.12634264 -0.500906544 #> 13 1.429600007 -0.41240522 0.428424826 #> 14 -2.078066625 -1.75723116 -1.245219101 #> 15 -0.267036865 0.58265833 -0.266579289 #> 16 0.400814145 0.02981542 -0.204969498 #> 17 1.313266217 1.45659965 1.378008751 #> 18 0.082581352 1.41456699 1.424197755 #> 19 0.799312688 -0.71624375 0.659989766 #> 20 1.462930285 0.59972011 1.782443200 #> 21 -1.103901377 0.42338385 0.526183369 #> 22 0.080641625 1.18051884 0.594650491 #> 23 1.909827336 -0.37343729 1.524552081 #> 24 -0.926947492 -1.55700812 -1.289111670 #> 25 0.391537807 -0.72086099 0.704712075 #> 26 -0.733548533 0.59986117 -0.880396180 #> 27 -0.441864833 0.24711261 -0.981775815 #> 28 0.663563215 -1.00997229 -0.443379376 #> 29 1.628911525 2.31542505 -0.078466949 #> 30 0.416153203 -0.22480573 -0.129696432 #> 31 -0.198406283 -0.21381195 0.459902257 #> 32 -0.336901474 0.15895073 0.431111555 #> 33 -1.499069554 0.65520262 1.109300923 #> 34 1.113213030 1.32560376 1.946316756 #> 35 -1.061614031 -1.42265538 -0.134081489 #> 36 -0.370089288 0.61543353 2.379606801 #> 37 -0.395437116 -1.12929936 0.541651107 #> 38 2.573428975 1.01460134 0.722176033 #> 39 -0.123777990 0.37296704 0.537420809 #> 40 0.562207037 0.31896048 -0.490246708 #> 41 0.543004206 0.29237624 -0.515795801 #> 42 -0.716396047 0.69632666 0.898770316 #> 43 -0.312415421 0.91827329 -0.432473348 #> 44 -0.135941268 0.82894206 -0.454113331 #> 45 0.949396143 0.06304565 -1.039258267 #> 46 1.953316500 0.67060846 1.321584603 #> 47 0.682821328 1.36864548 -0.234276987 #> 48 -0.604050327 0.54954318 0.414525998 #> 49 -0.408811826 -0.07770751 1.930383862 #> 50 0.677769227 0.24811916 0.423623416 #> 51 -0.000625454 0.37706180 -0.591371360 #> 52 1.312733342 2.12755373 0.330413805 #> 53 -0.495726986 0.85092912 0.095128314 #> 54 -0.540134175 0.06218760 -0.786976763 #> 55 -0.633937719 0.29941125 -0.500801522 #> 56 1.977196777 0.31725869 0.767946450 #> 57 -0.853260816 -0.62406628 -0.004995766 #> 58 -0.695121107 1.07234684 -0.538742596 #> 59 0.191054474 -0.64259837 -1.395378355 #> 60 -0.006133827 -0.56303899 -0.227726784 #> 61 0.037274666 0.47327142 1.025043898 #> 62 1.127542090 0.68096898 1.245666138 #> 63 -0.044077640 -0.22225146 -0.784633699 #> 64 0.219821264 0.43143242 -0.026825319 #> 65 -1.369138988 -0.51806073 -0.072572833 #> 66 0.558319704 -0.87612289 0.890105660 #> 67 0.060427529 -0.06920719 0.465574078 #> 68 0.800880241 0.31835631 -0.340131122 #> 69 -0.084591679 0.56081983 -0.442297726 #> 70 0.446423639 -0.26530224 -0.569293366 #> 71 1.683655880 0.35191468 1.415494918 #> 72 0.292284875 -0.80131010 0.671678074 #> 73 0.100679277 3.01654198 0.455208611 #> 74 -1.659557331 -0.19323227 -1.003504201 #> 75 2.135951630 -1.05293581 0.508994672 #> 76 0.493837279 1.58531513 2.011668364 #> 77 0.393288560 0.38860807 0.099845063 #> 78 0.763664836 0.32342208 2.278734150 #> 79 0.022328609 1.57208052 1.288056086 #> 80 -0.131694955 -0.21660039 -0.076048470 #> 81 0.710006755 -0.16279609 -0.095180442 #> 82 0.665741831 0.43117211 -0.680340186 #> 83 -0.484278351 -0.20185679 -0.894753900 #> 84 -1.613613927 -0.85336194 -1.595792247 #> 85 0.893904648 -0.50150386 -0.509983523 #> 86 0.372569332 1.88938138 1.563377987 #> 87 0.472513893 -0.72726291 -0.527165147 #> 88 -0.332553020 1.05836928 1.024044777 #> 89 1.772049201 -0.70422424 -0.536590322 #> 90 -1.051259583 -0.80453690 -0.672675606 #> 91 1.551243058 1.74473178 2.085065241 #> 92 -1.168888820 -0.64552200 -1.522801324 #> 93 0.128160467 -0.42700006 -0.348402908 #> 94 0.970524630 0.20743860 -0.450721885 #> 95 0.691202687 1.07128913 0.983240154 #> 96 -0.313475645 -1.30283076 -0.773123229 #> 97 -0.869860138 -2.42274141 -0.809479958 #> 98 -0.511647556 0.25277315 -1.287321708 #> 99 -0.248815429 1.10042255 -0.651653190 #> 100 0.034289387 -0.05949643 -1.250273528
rnorm_multi(100, 3, 0, 1, c(1, 0.2, -0.5, 0.2, 1, 0.5, -0.5, 0.5, 1), varnames=c("A", "B", "C"))
#> A B C #> 1 0.09582221 1.324436356 0.12819037 #> 2 -0.73238866 -0.977397537 0.17501732 #> 3 -1.42876400 -0.203915497 0.26580375 #> 4 -0.92105639 -1.374874344 -0.27226497 #> 5 -1.28076527 -1.884182758 0.15723537 #> 6 -0.61031809 0.872940302 1.05697983 #> 7 -0.74279796 -0.105383303 -0.82618123 #> 8 -1.70735226 -0.745824266 0.83023161 #> 9 0.88834496 -1.217086651 -0.43065938 #> 10 -0.27803295 0.265010301 0.09346848 #> 11 -0.34725869 -0.852127285 -0.25569864 #> 12 -0.56098259 -0.267873561 0.79176376 #> 13 -1.16384169 -1.965887790 -0.74138662 #> 14 0.51684322 -0.753379860 -0.26144697 #> 15 0.73020506 0.649222919 -0.05754758 #> 16 -0.22911879 0.318659956 -0.01472596 #> 17 1.20552898 -0.317186409 -0.86623311 #> 18 0.35384708 -0.319411345 -1.42169981 #> 19 -0.71831357 1.440833014 1.00968048 #> 20 0.27873475 -0.310169215 -0.55871557 #> 21 2.51360812 1.520651608 -0.25309508 #> 22 1.47248861 -0.327661912 -1.08019894 #> 23 1.37274664 -0.192763564 -0.53725689 #> 24 -0.48245689 -0.871541913 -0.75833717 #> 25 0.35364336 -0.523035451 -0.41050241 #> 26 1.18159390 -0.685622098 -0.80959348 #> 27 0.75044863 0.097551142 0.03530543 #> 28 1.59850419 0.636013185 -0.12860216 #> 29 0.30148888 0.871480432 -0.38883234 #> 30 0.15639733 1.673131787 1.23538850 #> 31 0.48302565 -0.447200971 -0.45818470 #> 32 -0.49970090 0.021896158 0.74741645 #> 33 -0.41860875 -1.210795723 -1.10977968 #> 34 0.03945736 0.918777239 -0.22126797 #> 35 -2.42506869 0.603979807 2.01545869 #> 36 1.43774595 -0.048097499 -0.58663011 #> 37 1.74285336 1.723755757 0.87922754 #> 38 1.11173035 1.324708000 -0.53942615 #> 39 0.72135545 1.905817873 0.51313516 #> 40 1.15240876 -0.486562049 -0.58319454 #> 41 0.24027021 1.114882877 2.39749656 #> 42 0.84386288 -0.803728193 -0.88302722 #> 43 -0.16538262 0.544137184 -0.08371529 #> 44 0.94680574 -0.568273275 -0.52578505 #> 45 0.66743829 -0.123859206 0.03372766 #> 46 0.80720177 -0.030878435 0.35961259 #> 47 -0.69413671 0.518223546 0.97047705 #> 48 0.87832661 1.467853640 0.30481960 #> 49 1.56164004 -0.212233659 -0.11080752 #> 50 0.21879897 -0.329292348 -0.58771725 #> 51 -0.83096661 -0.164153462 0.97145938 #> 52 0.52299490 2.264032892 0.83349716 #> 53 -0.37801612 0.417217756 0.86021790 #> 54 0.50176609 1.811551110 0.74518358 #> 55 -0.20921092 0.653426308 1.11571061 #> 56 -0.27533766 0.377114289 0.12279626 #> 57 -0.03338213 1.289800292 1.90426723 #> 58 -0.67270287 -1.215765596 -1.11085888 #> 59 -1.21403786 -1.160170154 0.34083363 #> 60 0.35873937 -0.284142414 -0.35771771 #> 61 -0.71219407 0.161266288 0.93371112 #> 62 -0.56411190 -0.437131322 -0.26588409 #> 63 -2.02054007 -1.896749548 -0.44780410 #> 64 -1.42318185 0.604708692 1.47451971 #> 65 1.21894183 0.616575657 0.17500055 #> 66 -1.08097585 -0.300973859 -0.07493680 #> 67 1.16589166 1.162022796 0.09468440 #> 68 -0.14460181 2.133207445 1.31720171 #> 69 -0.48442259 -1.275573105 -1.03895269 #> 70 -0.40613392 -0.021043826 -0.32117864 #> 71 0.36830170 -0.914272955 -0.13503940 #> 72 -0.80083022 -0.974182923 0.60553731 #> 73 1.68313899 -0.006179412 -1.24954755 #> 74 0.70722901 1.558807108 0.50643957 #> 75 -0.26133221 -0.494290050 -0.80385825 #> 76 -0.23203674 -0.897419467 -0.79274778 #> 77 1.28210764 0.052618233 -0.78621470 #> 78 0.97590539 0.319700652 -0.68570073 #> 79 0.81856268 0.374494778 -0.99209296 #> 80 0.28221446 0.928337695 0.35525471 #> 81 -0.91329259 -2.539930323 -1.54081552 #> 82 -1.21977391 -1.384454494 -0.48846240 #> 83 1.21353406 2.501383048 0.73699257 #> 84 1.87283440 1.555226955 0.12474182 #> 85 -0.16858292 0.821405354 -0.28271338 #> 86 -0.10789465 -0.559029228 -0.43435570 #> 87 1.70685619 0.087394125 -1.22643014 #> 88 0.49880322 -2.576299896 -2.19278141 #> 89 -0.42861085 -0.342466028 -0.20747546 #> 90 -0.51554734 -2.103746169 -1.67091452 #> 91 -2.78938737 -0.142169770 1.66096610 #> 92 0.52621395 -0.587570848 -1.10853434 #> 93 -0.25038633 -0.178790912 0.18511174 #> 94 -0.02270853 -0.789655673 -0.22343694 #> 95 0.34315840 -0.030783517 -1.65540207 #> 96 -0.60812633 0.315356172 1.29489002 #> 97 -1.36667328 -1.553850635 -0.74238863 #> 98 0.35917706 0.620726235 0.35426672 #> 99 -1.47754191 -0.901284431 1.20335340 #> 100 1.25296693 -0.020265189 0.12243695