A function to simulate data from a correlation matrix. This is useful for illustrating some theoretical properties of regressions when population parameters are known and set in advance.
Arguments
- cor
A correlation matrix (of class
matrix)- n
A number of observations to simulate
- seed
An optional parameter to set a seed. Omitting this generates new simulations every time.
Value
cor2data() returns a data frame where all observations are simulated from a standard
normal distribution, but with those pre-set correlations.
Examples
vars <- c("control", "treat", "instr", "e")
Correlations <- matrix(cbind(1, 0.001, 0.001, 0.001,
0.001, 1, 0.85, -0.5,
0.001, 0.85, 1, 0.001,
0.001, -0.5, 0.001, 1),nrow=4)
rownames(Correlations) <- colnames(Correlations) <- vars
cor2data(Correlations, 1000, 8675309)
#> control treat instr e
#> 1 -0.9965823534 0.7208272032 0.287418622 -0.2321504442
#> 2 1.0654160534 0.9882846616 0.854663879 -0.2618288603
#> 3 0.5720665025 0.9042493136 -0.047579748 -1.3874597782
#> 4 0.1500831690 -0.6598135468 -1.084751166 0.1370684857
#> 5 -0.4418016435 -0.9010785615 -0.845310165 0.0715451179
#> 6 1.9858258232 0.0459908373 -0.173578835 -0.4935294263
#> 7 -0.4148232405 0.6828190627 0.943919855 0.3814435259
#> 8 -0.1861047636 0.3827595299 0.523484928 0.4700195250
#> 9 1.5749027754 0.5901018972 0.177827618 -0.8610024992
#> 10 0.0639170359 -0.3134096367 -0.397293735 -0.0918152377
#> 11 -0.6352569781 -0.0044295617 0.020168913 0.2501361307
#> 12 -0.2520425211 -0.1512905007 -0.589533425 -1.2448928940
#> 13 0.2376632053 0.0363285505 0.101976860 0.1277191406
#> 14 -0.8255891282 -2.1360607862 -1.702933848 0.9465364294
#> 15 -0.6516404496 0.7280512605 1.171750633 0.5155311475
#> 16 1.5969914054 0.5656807418 0.399226237 -0.7703476721
#> 17 -0.1421471777 0.9006403891 0.954204281 -0.4455227784
#> 18 -1.3220235033 0.2264778728 0.009064416 0.0065538113
#> 19 -0.2246474073 -2.5970891486 -2.693111816 1.0079821345
#> 20 -0.9394608113 -0.8518025099 0.150778171 1.3469793319
#> 21 0.0860048804 1.2516636414 1.385327986 -0.1259933303
#> 22 0.7225398120 -1.1077042306 -0.535931502 1.4957405636
#> 23 0.0729270191 -1.3144007994 -1.014642021 0.9981142810
#> 24 -0.9260292594 -0.7883291769 -0.361114780 1.0344957861
#> 25 1.0869857446 0.1321047285 -0.094669783 0.2438068996
#> 26 0.7445376777 -1.3458827971 -0.969975143 0.9370971713
#> 27 -0.4636759603 0.2044783119 0.418151000 0.0377759209
#> 28 -1.0655403666 -0.2639171355 -1.106705577 -1.1383977098
#> 29 -0.5287039864 1.1551101158 1.358809253 0.1315152717
#> 30 -0.2198145126 1.6884225118 1.376292202 -1.2509852977
#> 31 1.4954756842 -0.6883876150 0.141941256 1.1002280342
#> 32 0.3025106599 0.4001815241 0.337654874 0.1698237556
#> 33 0.5959807404 -0.4945399548 -0.073658970 1.0189431924
#> 34 -0.7104127738 -0.7060516974 -0.143037533 0.9064538362
#> 35 -0.0514446168 0.0376181078 -0.004882204 -0.2263715972
#> 36 -0.6982394936 -1.6994442420 -0.922406514 1.3535014727
#> 37 -0.5044070188 -0.1559585619 0.483247583 1.1880071951
#> 38 1.3183341418 0.2652751179 0.057576689 -0.1052884727
#> 39 1.4227405795 -1.0976779308 -1.251364754 -0.3184538038
#> 40 -2.0903851451 -0.9361926111 -0.640157926 0.5808296039
#> 41 0.9157140623 0.7301538554 0.389022933 -0.8004601103
#> 42 -2.5986449276 -1.2471576837 -1.605230246 -0.0884306389
#> 43 -1.0827933118 1.0084724666 -0.255951690 -2.0251737305
#> 44 0.7107506137 0.2133284164 0.967608811 1.2282214916
#> 45 -0.5455656264 0.4292847814 -0.115005861 -1.2679471874
#> 46 1.9146288126 1.4422300806 1.313794767 -1.0812488577
#> 47 -0.0677403499 0.0014178806 -1.310050717 -2.2700781341
#> 48 -1.9030759641 0.9880112464 0.965876945 -0.8509524730
#> 49 0.1457032985 0.4464379034 0.691172211 0.5672443530
#> 50 0.8362996636 0.4565637332 0.684055018 0.6873292995
#> 51 -0.0883647604 0.0810519541 0.800131749 1.0746550525
#> 52 0.9875926895 -0.1437086878 -0.439892046 -0.4734800696
#> 53 0.8726287585 -1.2015007831 -0.912452889 0.6801547630
#> 54 2.8694916820 -1.2024765360 -1.235091185 0.3560542533
#> 55 2.1171789017 -0.2789195895 0.103711855 -0.0173371770
#> 56 0.3871995746 1.0305680297 1.148117138 -0.0667032728
#> 57 -0.0726821124 -0.0138292124 -1.446099596 -2.0674425463
#> 58 1.2316246793 1.5915372558 1.084209644 -0.7922543166
#> 59 -0.8905042661 -1.5542798939 -0.598894451 1.6960736036
#> 60 0.0548748434 -1.1205033546 -0.204322826 2.0539886074
#> 61 0.4856123438 -0.0738361454 -0.447533352 -0.2342989632
#> 62 -1.6609907926 -0.9196301146 -1.504469271 -0.3646811626
#> 63 -0.7475356712 -1.0299982665 -1.050883913 0.1909882843
#> 64 -0.1874381301 1.1561341740 0.488461352 -1.1746531529
#> 65 -0.1280866986 -1.8264393518 -1.271893286 1.3563195366
#> 66 1.0161407701 0.2732879917 0.759082747 1.1700572167
#> 67 -0.0295302106 -0.3974142596 -0.388279281 -0.1360664977
#> 68 0.6139023858 0.0600806651 -0.832884040 -1.2413581354
#> 69 -1.8605476217 0.8611896280 0.208222326 -1.3874016015
#> 70 0.5176822404 -0.3542435118 -0.402401985 0.6143337740
#> 71 1.8119469018 0.3284199945 0.263171240 -0.0842571110
#> 72 -0.7192566870 -0.1676594684 -1.401654429 -2.0711198450
#> 73 -0.4689301875 0.2178897637 -0.070228936 0.0174193448
#> 74 -0.1271406030 -1.0523956093 -0.511933181 0.8729266243
#> 75 -1.1372336125 1.0122075493 0.749032578 -0.7273827565
#> 76 0.2649755539 1.0364260330 0.603182721 -0.9363068185
#> 77 0.2215458135 1.0018328125 1.532088895 0.8469385896
#> 78 -0.2418763513 -0.0026224299 0.317268293 0.6142776491
#> 79 0.1914502549 -0.2086116513 0.181531556 0.5119477399
#> 80 1.8800048735 -0.3239213317 -0.820185321 -1.0391501073
#> 81 0.0082917758 -0.0432110486 -0.306725231 -0.6065549685
#> 82 0.6667589254 -2.4044473421 -1.667889940 1.6771065500
#> 83 0.9175493351 0.7405620424 0.847903202 0.0814382458
#> 84 -0.6274929339 -1.0379196426 -0.937744507 0.5679629185
#> 85 -2.3842849277 -1.0758225239 -1.593280834 -0.5959578697
#> 86 -2.1428924005 -0.4764390312 -1.056403131 -0.5356201190
#> 87 0.2287578980 -0.2345622485 -0.422246655 -0.3665414560
#> 88 0.0536125533 0.0995781237 0.625111473 0.6583542295
#> 89 1.2267928812 0.5508514231 0.679968304 -0.0940431842
#> 90 0.4780816209 0.3275146299 -0.371817907 -1.5343363202
#> 91 0.3390401636 -1.2040982561 -2.397138525 -0.9272155705
#> 92 -0.0076861861 -0.5841703177 0.185066391 1.0579120807
#> 93 1.5291182883 0.8415548048 0.415501082 -0.8642873881
#> 94 0.4121599446 0.4340511225 0.092346062 -0.5901927536
#> 95 -0.8235687345 -0.8165891495 -0.567970387 -0.4023676516
#> 96 0.4954646491 -0.0002349125 0.387900028 1.0438416893
#> 97 0.1266491400 -0.6790643671 0.043058380 1.3790941535
#> 98 -0.5742761291 1.5984695389 0.704856808 -2.3542412644
#> 99 1.0010295847 0.2412304459 -0.384928717 -1.5592964356
#> 100 -1.1497760224 -1.2753716389 -1.142056448 0.2193758575
#> 101 0.1492778982 -0.1878344589 0.278414430 0.4367586205
#> 102 1.3997262697 0.4133508578 -0.051626586 -0.5362754147
#> 103 -1.0861982967 0.0700424135 -0.106325586 -0.2547302592
#> 104 -1.7474647786 -0.1227033807 -0.012243466 0.1094999363
#> 105 1.4272417329 -0.7406452097 -0.581810418 0.4674830928
#> 106 -0.9862928998 -0.1929405800 1.167368135 1.6394755966
#> 107 1.2863867167 -0.9951159830 -1.012189573 0.4951382816
#> 108 -0.4154368119 0.2572890197 -0.014111532 -1.0238290290
#> 109 0.2383302354 2.0102969808 2.239901452 -0.3614790130
#> 110 -0.7402096283 -1.2716446692 -1.510427813 -0.4514989512
#> 111 2.0466815674 -0.4928636163 -0.604210230 0.3055909873
#> 112 -2.0885948386 -0.3708611734 -0.373955669 -0.0174903503
#> 113 -0.5253580619 0.4811786721 0.948507514 0.4269440303
#> 114 -1.3154965328 -0.3952516303 -0.278402001 0.0192981349
#> 115 -0.0303048245 0.2226108103 0.034709658 -0.4323617290
#> 116 0.5124912363 -0.5625252783 -1.492788514 -1.2750845973
#> 117 1.4027150278 -1.8468250323 -2.699885004 -1.3446254759
#> 118 -0.6843599054 -1.0991092799 -1.641203736 0.1529525415
#> 119 1.8252950496 -1.4469577484 -0.496995199 1.9405547298
#> 120 -0.0510802981 3.4127416222 2.966804373 -1.7116465498
#> 121 -0.7758053871 -0.2263915757 0.022063956 0.6432251810
#> 122 -0.0005582601 0.3585390693 0.634236312 0.7141508302
#> 123 0.9439207858 -0.7058713840 -0.629653884 0.4224257279
#> 124 -0.3935517312 -1.4327522470 -1.563415818 -0.1711132676
#> 125 1.1514813248 -0.2884294070 0.857540507 1.0142849980
#> 126 -0.3912258906 2.2123300336 1.057275663 -2.6091010052
#> 127 -0.5547058433 1.4099466118 0.940140437 -1.0799053201
#> 128 0.3878424248 -0.9867081529 -2.302795191 -1.5966073234
#> 129 1.7572682273 -0.4069311421 -0.322776824 0.6044065326
#> 130 0.2621760480 2.1378381939 2.485834233 -0.1112496036
#> 131 1.5285383011 0.4537084767 1.280318580 1.4632770031
#> 132 1.0636595441 0.7214983716 1.792670070 1.5226734410
#> 133 0.2661299867 0.3060146691 -1.180210087 -2.5028086036
#> 134 0.3898872330 -1.0414902417 -1.504870734 0.5376234616
#> 135 0.2823965234 0.4257273140 1.026864538 0.7606334073
#> 136 -1.0757606536 -1.4961322802 -1.450717577 0.6128116223
#> 137 -0.4716045915 -1.3673918777 -1.395710451 0.4436689822
#> 138 -0.4424640222 1.6483200693 2.212215349 0.5527104635
#> 139 -1.0262684941 -0.6913329273 -1.090292090 -0.9713300623
#> 140 0.7781756063 -0.0582186721 0.322760231 0.5025193014
#> 141 -0.8269995163 -0.1629937838 -0.131652145 0.4391648907
#> 142 0.7248825578 0.3828298091 0.234452233 -0.6325338227
#> 143 0.4571013558 -0.5978666319 -1.335766528 -0.7418804781
#> 144 -0.0802096753 -0.5319872317 -0.731627000 0.3842356647
#> 145 -2.2309976562 0.3083798619 -0.388946280 -1.2305794313
#> 146 0.9363910393 0.5448630454 0.922837506 0.1709309695
#> 147 -1.6663139173 0.8273801456 0.234860508 -0.9234716121
#> 148 -0.3158055757 -0.4872280447 0.136331022 1.1068604597
#> 149 1.1365227782 -1.0124328991 -1.187312042 -0.4356236313
#> 150 -0.6525849499 -0.3927670669 0.115626843 0.8535295583
#> 151 -0.9528813410 0.7777425800 0.580039919 -0.5775641155
#> 152 0.1131788577 -0.5663035470 0.864162929 2.1379974913
#> 153 0.3533720065 -1.3588584424 -1.158939547 -0.0021350440
#> 154 -0.5102808937 -1.7623467969 -1.483675925 0.8149103795
#> 155 -1.1867309068 0.1023429468 0.558628161 0.1671132169
#> 156 0.3666060039 -0.5590729597 -1.215733242 -0.9240624420
#> 157 2.4966007633 0.9940866361 0.252677123 -1.1833951997
#> 158 -0.9915848454 0.5353980635 -0.490589215 -1.7897328622
#> 159 -1.8849580713 1.6450591620 0.674987814 -2.3225385919
#> 160 0.1687427678 0.5417204857 0.257332509 -0.7896209422
#> 161 0.2091340054 -0.2354308223 -0.798440022 -0.6502562592
#> 162 0.5175410155 -0.0267999731 0.620030078 1.0501397413
#> 163 0.0909253216 -1.1861863609 -0.923506257 0.5622934454
#> 164 -2.2255201755 -0.1455957333 -0.639005185 -0.8918414268
#> 165 1.2820031223 0.8039236999 0.913827074 -0.0737098914
#> 166 -0.4358379868 1.0734230168 1.273311743 -0.2100532587
#> 167 1.2532314902 -0.5291994279 0.534139063 2.1869417346
#> 168 1.0223172006 0.5687467504 0.903411187 0.6261027703
#> 169 -0.5756838860 0.5964307130 1.015942880 0.4251927752
#> 170 -1.0986413625 -0.5056961803 -0.661587863 -0.0538951952
#> 171 -1.3897765802 -0.0626112008 0.160780005 0.3167848300
#> 172 0.0746746899 -1.2073097185 -1.459447439 -0.3336329100
#> 173 1.2060502336 0.1292531669 -0.382794857 -0.9884968772
#> 174 1.7170201266 0.3877822582 0.857906381 -0.1455073027
#> 175 0.9365307877 1.7577995665 2.390797144 0.3068649257
#> 176 -2.0417007436 -0.0261505651 -0.282652293 0.1079130368
#> 177 -0.2249723988 -0.9723234811 -1.488516843 -0.3782198015
#> 178 -1.2326383202 0.8761481986 1.156920639 0.5704553731
#> 179 0.4374933990 -0.6448234862 0.104012080 1.6918202360
#> 180 -0.8353385222 -0.3594569680 -0.678154444 0.2805590170
#> 181 -2.4682653911 0.4529616387 1.447409424 1.6059427309
#> 182 -0.8782746883 -0.9263071546 -0.568454195 0.5820833909
#> 183 2.0642082674 0.3918494391 0.608336379 0.6974516233
#> 184 -0.3623272868 0.5337175388 -0.241122803 -0.7156792161
#> 185 1.1992259260 0.5712763986 -0.018610264 -0.8216855895
#> 186 1.1566529876 2.3059498265 2.204193445 -0.6905793552
#> 187 -0.9467408667 0.8379282653 1.074336481 0.3709542444
#> 188 0.4216108419 -0.0775368945 0.004224884 0.5130498202
#> 189 -0.0213208768 0.3631307413 -0.533567742 -1.1107489581
#> 190 0.3691331549 -0.4352823774 -0.859039979 -0.6691177792
#> 191 0.7333818988 0.2156083596 -0.805457083 -1.6371378522
#> 192 -0.8328036383 0.6845159841 -0.253614857 -1.2719939835
#> 193 1.0290869320 0.4934103112 -0.381879147 -1.4001220145
#> 194 -0.0182059685 1.6461686776 0.770662096 -1.7830646353
#> 195 0.4414848629 0.1905353362 0.345400964 0.2168995830
#> 196 -1.0306940473 0.9846023302 0.954199845 -0.6928303889
#> 197 -1.0337461899 0.1133996422 -0.496983518 -1.2554102559
#> 198 -1.0482805159 0.9973878149 -0.159234931 -2.3523600989
#> 199 -0.5617622806 -1.7970369104 -0.648694172 2.3977650898
#> 200 -0.4923549495 0.3514079443 -0.098047038 -0.7165782768
#> 201 1.3438289133 -0.9305745716 -1.003301724 -0.0390457188
#> 202 2.1347890594 0.3716704697 0.220537935 -0.7268333842
#> 203 0.5029592102 0.2448305583 0.229626686 -0.2575460846
#> 204 -0.9016388060 -1.5795719936 -0.717380246 1.9531262993
#> 205 -0.4263660697 0.6307585589 -0.046904405 -0.8417062628
#> 206 0.3115565821 -1.2866067342 -1.023282417 0.8695940757
#> 207 0.2988763148 -0.9745552518 -1.383254275 -0.5947413117
#> 208 1.2361565709 1.4150352851 1.031871616 -0.8904936580
#> 209 0.3725077679 0.7942484751 0.132774271 -0.7838227572
#> 210 -1.1750773417 0.5637584562 0.851171556 0.3130932654
#> 211 0.4965627441 0.2859975820 -0.293047763 -0.5899249310
#> 212 0.9325149534 1.4457924185 1.743031573 0.5754142256
#> 213 -0.7193845744 -1.1378050408 -0.577649370 0.9627493326
#> 214 -0.6920256098 -1.4194196331 -1.203043268 1.2643590826
#> 215 -2.0708013532 -0.6500758304 -0.023345928 1.2083537898
#> 216 -1.1885767601 -0.5017115532 -0.271143675 -0.5812068578
#> 217 1.0196957278 -0.8610112878 -0.551093910 0.1291345517
#> 218 -0.9801600387 -0.2082992619 0.389801964 0.8730471608
#> 219 -0.3048293564 0.7502682700 1.029307885 0.5022445041
#> 220 0.3891123079 -1.4515286003 -0.341255446 2.0239422442
#> 221 0.0480109920 0.1224140864 0.892263451 1.4284697193
#> 222 -0.7807094420 0.8781411585 0.973867116 -0.5928480434
#> 223 0.3739462760 -0.8071012499 -0.693135292 0.3111877553
#> 224 -0.5206896437 -1.7094542626 -0.948415367 2.3886446295
#> 225 1.3589583509 -0.9365137448 -0.368246157 1.5254623275
#> 226 -0.1902957880 0.5583270618 0.944778218 0.8145860387
#> 227 0.8426863822 1.2789201420 0.648705397 -1.4287494782
#> 228 0.7486460396 0.3554323220 -0.028549604 -0.8517924820
#> 229 0.3735456722 1.4573323841 1.318270463 -0.3206674503
#> 230 -0.7044303714 -0.4210005692 -0.122780414 0.6560503234
#> 231 -0.3151017812 -2.5245049596 -3.216464771 -0.2625191561
#> 232 -0.1678472734 -0.1113213979 -0.690901705 -1.1625406938
#> 233 -0.4443966995 0.6058941835 -0.166939722 -1.1096497136
#> 234 -1.4453786361 -0.7761605000 -1.031998488 -0.9941266056
#> 235 0.0107456987 0.2661966717 -0.391321737 -1.0043260461
#> 236 2.3317732785 -0.0823524628 0.021934832 0.2577879525
#> 237 0.1533153891 1.8133084612 1.852670561 -0.6178718603
#> 238 -1.7078257765 0.5809316555 1.379390135 0.2923790416
#> 239 0.0255381778 0.0126695856 -0.641503092 -1.1074941365
#> 240 -0.8791096861 0.6689311324 -0.388580194 -1.9334251873
#> 241 0.9540100928 -0.2360637047 -0.993013280 -1.3823952457
#> 242 -0.0180071628 -0.4643724382 -0.619287402 -0.2720526855
#> 243 -0.0712532550 -0.1695863082 -0.040577592 0.6303829396
#> 244 0.4990261682 0.1983377790 0.985607987 1.2279198734
#> 245 -0.3182756389 -0.9861697977 -0.871669247 0.5164891305
#> 246 0.3689123669 2.2379268380 2.038814831 -1.0210297753
#> 247 -0.7540141567 0.0360802881 0.876243245 1.1994393013
#> 248 -1.7738158349 -0.3962555216 -0.931874283 -1.2129961044
#> 249 0.9244368621 -1.3796205570 -0.629627354 1.7208066084
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#> 411 1.8323377590 -0.3377152571 -0.511234582 -0.5473310492
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#> 477 0.9689532264 0.7495438495 0.635040039 -0.8923396041
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#> 483 0.6354194133 0.0449804106 0.450477444 0.4548369987
#> 484 0.5975407876 -0.3824700559 0.312395743 1.3283006949
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#> 491 -1.1583324765 -0.7107568467 -0.406755691 0.8037657044
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#> 498 0.2468158566 -0.9061444538 -1.168358492 -0.3849403759
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#> 500 -0.2841790773 -1.8918450577 -1.740480605 1.0731143517
#> 501 1.3044256709 1.4741584346 1.887350836 -0.3694761355
#> 502 0.7948228638 -1.0285468613 -1.017446315 0.4212327561
#> 503 1.1886186729 -2.0256381001 -1.787939649 0.6246191072
#> 504 -0.4912705952 -1.0827762837 0.180941733 1.3508941412
#> 505 -0.8124736469 -0.8530918356 -0.178065382 0.5778358567
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#> 507 -0.9215013884 -1.8451862908 -0.514346598 2.1009528733
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#> 510 -2.1010216479 -0.3432872937 -0.760484485 -0.1893832663
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#> 518 -0.0922502622 -1.1643416151 -1.145531760 0.2277435434
#> 519 0.0025403809 1.5096024166 2.083169312 0.6040794429
#> 520 1.6110085847 0.4540982199 1.474742208 1.6646537598
#> 521 0.9968168118 0.3893105520 0.567220345 0.0981453711
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#> 523 -0.6995011987 0.3678536370 0.358466596 0.0807081165
#> 524 1.8441719823 -1.4410218386 -0.531263727 1.5183015015
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#> 527 -1.2274096192 0.4772752028 1.310976368 0.9034869503
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#> 534 0.3260204547 1.0178046475 1.502469702 1.0754718171
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#> 536 0.6554945729 -0.3729172644 -0.463539207 -0.1547347582
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#> 542 -0.6854980593 -1.9831829626 -1.372403740 1.3913191676
#> 543 0.6400849904 -0.1105197075 0.146678756 0.3654752357
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#> 545 -0.5536701674 -0.0451630009 -0.388878423 -0.1491018689
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#> 548 0.9089644049 -0.1770320379 -0.710944597 -0.8591128912
#> 549 -1.4480886049 0.4730045494 1.718534884 1.2888682151
#> 550 1.1290782321 0.1367610712 0.464622596 0.2568278032
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#> 552 -0.4417653023 0.2765783374 -0.598622595 -1.5280363965
#> 553 0.8421254078 -0.6173575282 -0.240395892 0.9044368833
#> 554 0.2193056555 1.5048842364 1.253244569 -0.9775184146
#> 555 0.2230189795 -1.0376108478 -0.805230549 0.7326335803
#> 556 0.2218885393 1.1586871948 0.207964974 -1.4397610958
#> 557 0.4118867959 1.6318253055 0.980655721 -1.2914290881
#> 558 -1.4991407534 -0.7200037362 0.381143042 1.4909826860
#> 559 0.3373152269 -0.9130749806 -1.369939542 0.0496168734
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#> 561 -0.7127661082 0.5691360371 0.208407489 -1.2477273909
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#> 570 -0.3854772316 -0.0754859197 -0.324002801 -0.3335127044
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#> 590 0.3164937916 0.1095979736 0.874649305 1.3544397157
#> 591 0.3380497008 -0.8024833497 0.261773133 1.9617006561
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