algorithm - Generating a vector of correlated binary variables in O(n) -


i'm looking efficient o(n) algorithm creating vectors of correlated binary values, given:

  • all values must identically distributed (though not independent)
  • they must have fixed mean p
  • they must have fixed correlation r each other

e.g. given p=0.5 , r=1.0 expect vectors [0 0 0 ...] , [1 1 1 ...] generated equal probability. p=0.5 , r=0.0 expect binary values independent fair coin tosses.

because algorithm must run in o(n) time, solution involves generating correlation matrix automatically ruled out.

is there simple algorithm can achieve this?


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