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 > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > 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. > > > ______________________________________________ R-help@stat.math.ethz.ch mailing list 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.
