I have a vector of real-values X (computed from real data)and would like to generate a second random vector (X') that is correlated with this one to a specified extent.
For example given X, generate X' so that corr(XX')=0.60.
I thought this was a very simple problem and have tried to think...
I am using Compaq Visual Fortran.
I need to pass an allocatable array into a subroutine. The trick is that I can not simply add it to the argument list because the subroutine is called from an IMSL routine which permits only 3 specific variables in the argument list. I don't think I can use a...