Generate correlated random numbers from binomial distributions

r random correlation
Arnaud picture Arnaud · May 10, 2012 · Viewed 9.4k times · Source

I am trying to find a way to generate correlated random numbers from several binomial distributions.

I know how to do it with normal distributions (using MASS::mvrnorm), but I did not find a function applicable to binomial responses.

Answer

Greg Snow picture Greg Snow · May 10, 2012

You can generate correlated uniforms using the copula package, then use the qbinom function to convert those to binomial variables. Here is one quick example:

library(copula)

tmp <- normalCopula( 0.75, dim=2 )
x <- rcopula(tmp, 1000)
x2 <- cbind( qbinom(x[,1], 10, 0.5), qbinom(x[,2], 15, 0.7) )

Now x2 is a matrix with the 2 columns representing 2 binomial variables that are correlated.

Related questions

Sample random rows in dataframe

I am struggling to find the appropriate function that would return a specified number of rows picked up randomly without replacement from a data frame in R language? Can anyone help me out?

Read More
Reasons for using the set.seed function

Many times I have seen the set.seed function in R, before starting the program. I know it's basically used for the random number generation. Is there any specific need to set this?

Read More
How to randomize (or permute) a dataframe rowwise and columnwise?

I have a dataframe (df1) like this. f1 f2 f3 f4 f5 d1 1 0 1 1 1 d2 1 0 0 1 0 d3 0 0 0 1 1 d4 0 1 0 0 1 The d1...d4 column is the rowname, the f1...f5 row is the columnname. To do sample(df1), I get a new dataframe with …

Read More