Y = mX + Z model from sigma_x, sigma_y and r

m = r sigma_y / sigma_x and sigma_z = sigma_y sqrt(1 - r^2).

Usage

LinModelInv(sigma_x, sigma_y, r)

Arguments

sigma_x, sigma_y

Standard deviations, > 0.

r

Correlation between -1 and 1.

Value

list(m, sigma_z).

References

Morin, D. J. (2016). Probability: For the Enthusiastic Beginner. Createspace. Eqs (6.16)-(6.18), (6.35).

Examples

LinModelInv(1, 2, 0.6)
#> $m
#> [1] 1.2
#> 
#> $sigma_z
#> [1] 1.6
#>