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Removed rank-correlation
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mdewey
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Tweeted twitter.com/#!/StackStats/status/461469407769026560
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user67275
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Generate two sequences that have a pre-specified rank correlation

I have two samples $ X_1,\cdots,X_n $ and $ Y_1, \cdots, Y_n $, and would like to re-order them so that they have a pre-specified value of rank correlation such as Kendall's tau.

I do know that there are many ways to generate two samples that have a specific Pearson's correlation coefficient, but don't know whether there is a way to do this about Kendall's tau.