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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