[R] Generating artificial datasets with a specific correlation coefficient.

[John Vokey]

Jim,
   Try here: <http://www.sitmo.com/doc/ 
Generating_Correlated_Random_Numbers>; the example code is in matlab,  
but it is trivial to translate to R.  Note, if you use principal  
components as the source vectors (thanks to Jason Tangen for the  
suggestion), the correlations between the resulting vectors will be  
exactly the specified r-values.

On 13-Jun-07, at 4:00 AM, r-help-request at stat.math.ethz.ch wrote:
> I need to create artificial datasets with specific correlation
> coefficients (i.e. a dataset that returns r = 0.30, etc.) as examples
> for a lab I am teaching this summer.  Is there a way to do that in R?

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-Dr. John R. Vokey