[R] generate fourth vector based on known correlations

bkelcey at umich.edu bkelcey at umich.edu
Wed Sep 26 22:24:57 CEST 2007



I am trying to generate a fourth vector,z, given three known and fixed 
vectors, x1,x2,x3 with corresponding known and fixed correlations with 
themeselves and with z. That is, all correlations are known and 
prespecified. How can I do this?
Thank you,
ben



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