I have a r code question that has kept me from completing several tasks for the last year, but I am relatively new to r. I am trying to loop over a list to create two variables with a specified correlation structure. I have been able to "cobble" this together with a "for" loop. To further complicate matters, I need to be able to put the correlation number into a data frame two times. For my ultimate usage, I am concerned about speed, efficiency, and long-term effectiveness of my code.
library(mvtnorm)
n=100
d = NULL
col = c(0, .3, .5)
for (j in 1:length(col)){
X.corr = matrix(c(1, col[j], col[j], 1), nrow=2, ncol=2)
x=rmvnorm(n, mean=c(0,0), sigma=X.corr)
x1=x[,1]
x2=x[,2]
}
d = rbind(d, c(j))
Let me describe my code, so my logic is clear. This is part of a larger simulation. I am trying to draw 2 correlated variables from the mvtnorm function with 3 different correlation levels per pass using 100 observations [toy data to get the coding correct]. d is a empty data frame. The 3 correlation levels will occur in the following way pass 1 uses correlation 0 then create the variables, and yes other code will occur; pass 2 uses correlation .3 to create 2 new variables, and then other code will occur; pass 3 uses correlation .5 to create 2 new variables, and then other code will occur. Within my larger code, the for-loop gets the job done. The last line puts the number of the correlation into the data frame. I realize as presented here it will only put 1 number into this data frame, but when it is incorporated into my larger code it works as desired by putting 3 different numbers in a single column (1=0, 2=.3, and 3=.5). To reiterate, the for-loop gets the job done, but I believe there is a better way--perhaps something in the apply family. I do not know how to construct this and still access which correlation is being used. Would someone help me develop this little piece of code? Thank you.