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

From: Adaikalavan Ramasamy <ramasamy_at_cancer.org.uk>
Date: Sun, 20 May 2007 03:40:31 +0100

I presume you want to generate normally or t-distributed values ? If so either have a look mvrnorm in the MASS package or the mvtnorm package.

Dimitri Liakhovitski wrote:
> 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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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sun 20 May 2007 - 02:47:20 GMT

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