library("mc2d")

N <- 1000
x <- 4+0.2*rnorm(N)
y <- exp(x + 0.1*rnorm(N))

plot(x,y,main="Original data")

sr <- cor(x, y, method="spearman")
cat("Pearson correlation between x and y:",cor(x,y),"\n")
cat("Spearman rank correlation between x and y:",sr,"\n")

# fit marginal dist of x
x_mean <- mean(x)
x_var <- var(x)

# fit marginal dist of y
y_mu <- mean(log(y))
y_sig2 <- var(log(y))

# independently generate random xhat and yhat
xhat <- x_mean + (x_var)^0.5*rnorm(N)
yhat <- exp(y_mu + (y_sig2)^0.5*rnorm(N))
cat("Spearman rank correlation between xhat and yhat:",cor(xhat, yhat, method="spearman"),"\n")

# invoke iman-conover method
output <- cornode(cbind(xhat,yhat),target=sr)
xout <- output[,1]
yout <- output[,2]
cat("Spearman rank correlation between xout and yout:",srout <- cor(xout, yout, method="spearman"),"\n")
plot(xout,yout,main="Simulated data")