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For the spurious correlations project, you could actually create one variable X with arbitrary but fixed values, and check how it correlates with thousands of simulated variables. The reason being that any set of observations for X has the same probability to occur, under the uniform distribution assumption. This considerably reduces the number of computations, turning a O(n^2) problem with large n, into O(n), from a computational complexity point of view.
Posted 29 March 2021
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