[R] creating a multivariate set of variables with given intercorrelations

From: Dimitri Liakhovitski <ld7631_at_gmail.com>
Date: Sat, 19 May 2007 21:21:19 -0400


Hi!
I was wondering if there is a package in R that allows one to create a multivariate data set with pre-specified intercorrelations among variables, e.g., a set of 4 variables (with a length of N each), such that the correlations between variables are:

     a     b     c     d
a   1     r1    r2    r3
b          1     r4    r5
c                 1     r6
d                         1

Thank you very much!
Dimitri Liakhovitski



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