[R] how to generate multiple random variables that are correlated

[eric lee]

Hi.

I have two variables, x and y, that are each normally distributed with
mean 0 and have known standard deviations.  The variables also have a
known correlation, so I can represent their correlations in a matrix
like so:

a <- array(c(0.3,0.1,0.1,0.2),c(2,2))
a

Is there an R function that generates random values for my two
variables given the correlation?  I'd like to do this for up to 5
variables and I'm running version 2.7.2 on a windows platform.
Thanks.

eric