[R] Generate data from correlation matrix

Jeremy Miles jeremy.miles at gmail.com
Tue Feb 8 05:10:59 CET 2011


Hi All,

I was wondering if anyone knew of a function which would generate data
from a pre-specified correlation matrix (as in the Stata command
r2corr) or sampled from a population with a specific
covariance/correlation.  (I thought I'd check before I wrote something
inelegant and slow.)

Jeremy

-- 
Jeremy Miles
Psychology Research Methods Wiki: www.researchmethodsinpsychology.com



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