Get variance of noise to add to Z in order to yield proxies X with desired correlations with Z

Get variance of noise to add to Z in order to yield proxies X with desired correlations with Z

Usage

getNoiseVar(cor)

Arguments

cor

A numeric vector of desired correlations for each proxy to have with Z. Note: correlations must be positive.

Value

A vector of variances of independent Gaussian random variables to add to Z in order to yield proxies with the desired correlations with Z.

Author

Gregory Faletto, Jacob Bien