Draw multivariate random variables
Arguments
- formula
Formula describing the multivariate draw. The lefthand side is the names or prefix and the right-hand side is the multivariate draw function call, such as mvrnorm from the MASS library or rmnom from the extraDistr library.
- sep
Separator string between prefix and variable number. Only used when a single character string is provided and multiple variables created.
Examples
library(MASS)
# draw from multivariate normal distribution
dat <-
draw_multivariate(c(Y_1, Y_2) ~ mvrnorm(
n = 500,
mu = c(0, 0),
Sigma = matrix(c(1, 0.5, 0.5, 1), 2, 2)
))
cor(dat)
#> Y_1 Y_2
#> Y_1 1.0000000 0.4834933
#> Y_2 0.4834933 1.0000000
# equivalently, you can provide a prefix for the variable names
# (easier if you have many variables)
draw_multivariate(Y ~ mvrnorm(
n = 5,
mu = c(0, 0),
Sigma = matrix(c(1, 0.5, 0.5, 1), 2, 2)
))
#> Y_1 Y_2
#> 1 0.99016348 0.4259401
#> 2 0.06755463 -1.2815010
#> 3 0.01289359 -0.6379865
#> 4 0.69389049 -1.8757064
#> 5 -1.15014526 -0.8185649
# within fabricate
fabricate(
N = 100,
draw_multivariate(c(Y_1, Y_2) ~ mvrnorm(
n = N,
mu = c(0, 0),
Sigma = matrix(c(1, 0.5, 0.5, 1), 2, 2)
))
)
#> ID Y_1 Y_2
#> 1 001 1.27221163 -0.391067725
#> 2 002 -0.18650345 -0.674508695
#> 3 003 -0.80748945 -0.828241667
#> 4 004 -1.50136795 -0.567496917
#> 5 005 1.28688336 1.054212480
#> 6 006 -0.02182392 -1.041453987
#> 7 007 0.26278357 -1.417544748
#> 8 008 -2.26007645 0.021318463
#> 9 009 1.23364114 0.191355838
#> 10 010 2.24893113 2.961238324
#> 11 011 0.35891780 1.579665784
#> 12 012 -2.61175903 -2.275740344
#> 13 013 1.54018605 1.261038115
#> 14 014 0.40677033 0.483192461
#> 15 015 0.61268283 0.258173801
#> 16 016 -1.35311046 0.079548088
#> 17 017 -0.96134064 -0.958669167
#> 18 018 0.44898349 0.792995997
#> 19 019 0.76664407 -0.063679306
#> 20 020 -1.53938707 -1.057271482
#> 21 021 -0.71531989 -1.403980258
#> 22 022 1.78106742 0.687707696
#> 23 023 0.04321225 0.884273228
#> 24 024 -1.14200176 0.312134480
#> 25 025 0.54518020 0.682420469
#> 26 026 -0.17224740 0.153297530
#> 27 027 -1.81789882 -0.594170796
#> 28 028 1.06787752 0.014563381
#> 29 029 -0.33064589 1.509686749
#> 30 030 3.06528657 0.833802291
#> 31 031 -1.29740121 -1.893245928
#> 32 032 0.03821898 -0.192253773
#> 33 033 -1.44469918 0.311616085
#> 34 034 -0.55922589 -0.083520322
#> 35 035 0.24273198 1.025376345
#> 36 036 0.71011326 -0.436132385
#> 37 037 0.39567496 1.345855639
#> 38 038 -0.08490850 -0.430136493
#> 39 039 1.03288291 -1.440668577
#> 40 040 -0.91604472 0.460219443
#> 41 041 -1.51610251 0.961042558
#> 42 042 2.34061705 1.003382848
#> 43 043 -2.90674590 -0.882590700
#> 44 044 0.17726471 1.036857887
#> 45 045 -0.69012233 0.038349018
#> 46 046 -0.56121029 1.141760844
#> 47 047 0.42063531 -0.929036660
#> 48 048 -0.03333108 0.052629896
#> 49 049 0.93540990 1.139616994
#> 50 050 0.08445617 -0.894594273
#> 51 051 0.49628544 1.090936240
#> 52 052 -1.13112473 -0.091807635
#> 53 053 1.32092331 0.042089027
#> 54 054 0.50629906 0.186320245
#> 55 055 0.38327927 -1.489549338
#> 56 056 -0.34281318 -0.251490528
#> 57 057 -1.32463940 -0.612275634
#> 58 058 0.55594877 0.445829272
#> 59 059 0.62381068 -0.427765135
#> 60 060 0.82693054 -0.064470803
#> 61 061 -1.42449178 -2.043629821
#> 62 062 0.77448184 1.029680887
#> 63 063 -0.65827436 -1.097590277
#> 64 064 -1.17124670 0.296902507
#> 65 065 -0.33835144 0.494154684
#> 66 066 -0.66201190 -1.575799310
#> 67 067 -1.36238530 -1.634980725
#> 68 068 0.60516535 1.356251901
#> 69 069 0.86582752 0.788971260
#> 70 070 -0.69190007 -0.544798543
#> 71 071 0.04769464 -0.273543564
#> 72 072 1.67499122 -0.028148852
#> 73 073 0.78823898 0.027200536
#> 74 074 0.66949102 -0.089534374
#> 75 075 -1.48814423 -1.195535579
#> 76 076 -0.70405024 -0.371813852
#> 77 077 -1.28319904 -1.515133813
#> 78 078 1.14702628 0.331219111
#> 79 079 1.52772798 1.743802775
#> 80 080 -0.18179319 -1.320658973
#> 81 081 0.54865379 0.688758802
#> 82 082 0.86317636 0.201042457
#> 83 083 0.53141915 -0.002972621
#> 84 084 -0.09552391 -1.508354790
#> 85 085 0.56878957 1.785993074
#> 86 086 -0.03635801 0.389173877
#> 87 087 1.17637572 1.055447105
#> 88 088 -0.51015438 0.141276343
#> 89 089 0.17712774 0.667333306
#> 90 090 -1.27725949 -0.572067033
#> 91 091 -1.42515851 -0.619507838
#> 92 092 1.95989635 1.779905768
#> 93 093 -0.89826731 0.174594571
#> 94 094 0.11717315 0.034649688
#> 95 095 -1.00716524 0.065433514
#> 96 096 -0.10276802 -0.104847756
#> 97 097 1.98933953 1.129434209
#> 98 098 -1.06187545 -0.313801317
#> 99 099 -0.99033912 0.366176325
#> 100 100 0.34686016 0.746861761
# You can also write the following, which works but gives less control over the names
fabricate(N = 100,
Y = mvrnorm(
n = N,
mu = c(0, 0),
Sigma = matrix(c(1, 0.5, 0.5, 1), 2, 2)
))
#> ID Y.1 Y.2
#> 1 001 1.183941274 -0.08191250
#> 2 002 -2.203172397 -1.02889660
#> 3 003 -0.851093581 -0.15510191
#> 4 004 0.547306653 1.34737703
#> 5 005 0.039774424 -0.96242247
#> 6 006 0.930905433 0.25378977
#> 7 007 -0.953071518 -0.23210792
#> 8 008 0.928024106 1.88819225
#> 9 009 -0.474265252 -0.61993092
#> 10 010 -1.925035629 -0.41978009
#> 11 011 -0.003832519 0.67434789
#> 12 012 -0.705248552 -0.97080075
#> 13 013 -0.081650934 -0.53978347
#> 14 014 -1.377050841 0.36138069
#> 15 015 1.403377020 1.39027107
#> 16 016 0.835100907 0.04074755
#> 17 017 -0.106790210 0.14854318
#> 18 018 0.695177782 -0.18359987
#> 19 019 1.355677818 0.85329380
#> 20 020 -0.282035122 0.63619999
#> 21 021 0.369506492 -0.04604962
#> 22 022 0.863388457 0.36593433
#> 23 023 0.264000829 0.38698480
#> 24 024 0.848145083 -0.14594876
#> 25 025 0.043673141 0.52961100
#> 26 026 1.655757969 1.10471621
#> 27 027 0.397409296 0.56401012
#> 28 028 -1.095221408 -0.99965649
#> 29 029 -0.664019784 0.27334195
#> 30 030 0.092784755 -0.68580749
#> 31 031 -1.330897157 -1.67691212
#> 32 032 0.068683923 0.21461187
#> 33 033 0.598018899 -0.08135938
#> 34 034 0.459157039 -0.15454121
#> 35 035 -2.318753757 -0.11581861
#> 36 036 -0.022030804 -0.35080334
#> 37 037 -1.311222305 0.44055454
#> 38 038 1.944110200 0.97245846
#> 39 039 -0.649152093 -2.33869899
#> 40 040 0.521974253 -0.95941192
#> 41 041 -2.603303855 -0.17640907
#> 42 042 1.113083187 0.88462317
#> 43 043 -1.653344340 -0.54006082
#> 44 044 0.001914828 -0.43514902
#> 45 045 -1.099220111 0.16566450
#> 46 046 -1.247578419 0.18901931
#> 47 047 1.158939826 0.24027550
#> 48 048 2.133335658 0.21873315
#> 49 049 0.809344696 0.92431423
#> 50 050 -1.845244831 -0.33489671
#> 51 051 -1.203950776 -1.21300339
#> 52 052 0.350923904 0.21506716
#> 53 053 -0.322278684 -0.65852935
#> 54 054 -0.213619999 0.14417653
#> 55 055 0.702207162 1.04270574
#> 56 056 -2.738119311 0.35911139
#> 57 057 -0.052144738 0.62520800
#> 58 058 0.797409558 1.18340452
#> 59 059 -0.777177783 -1.61602041
#> 60 060 -0.465971880 -0.99599947
#> 61 061 -0.443936907 -2.73711899
#> 62 062 -0.023353356 1.83191029
#> 63 063 0.498734902 -0.12598006
#> 64 064 0.605186806 0.78105939
#> 65 065 1.302044594 -0.06374426
#> 66 066 0.398080912 -0.94743756
#> 67 067 -2.423960924 -1.47669565
#> 68 068 1.361453013 1.24571334
#> 69 069 -0.148290458 -0.57769495
#> 70 070 -0.220105145 -0.14047317
#> 71 071 0.384451508 1.39091550
#> 72 072 -2.704012006 -0.94949326
#> 73 073 0.562976501 0.44361519
#> 74 074 -0.451794199 1.19220443
#> 75 075 0.923717500 -0.38728026
#> 76 076 -0.483317144 -0.12061572
#> 77 077 -0.275476384 1.09418911
#> 78 078 0.782849187 0.43433679
#> 79 079 -1.064232526 -1.60970318
#> 80 080 -0.976506328 -0.99702601
#> 81 081 0.490549445 0.15169956
#> 82 082 0.123096992 0.30868909
#> 83 083 0.901299819 1.24716248
#> 84 084 0.074856304 -0.71847607
#> 85 085 1.161396945 0.41276533
#> 86 086 1.591968487 -0.25469816
#> 87 087 1.095937941 -0.46088647
#> 88 088 0.201527081 0.20388202
#> 89 089 -1.449260161 0.02094612
#> 90 090 1.076031925 0.29854743
#> 91 091 0.353829246 1.05844268
#> 92 092 -0.902916744 -0.20631035
#> 93 093 -0.332039558 0.59993337
#> 94 094 -2.450430635 0.16574805
#> 95 095 0.254253215 -1.22323906
#> 96 096 -1.144711193 -1.07003396
#> 97 097 0.180214862 -0.46055531
#> 98 098 -1.107690055 -0.99276459
#> 99 099 0.814109496 1.56113080
#> 100 100 0.630797319 -0.48768194