Generate correlated random numbers from binomial distributions

correlation, r, random

Solution

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.

Problem

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.

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