Hi,I want to generate a dataset, which have more than one clusters (say 2) and the elements in each cluster have high correlation (say 0.85) andelements among different clusters have low (say 0.1) or zero correlation.The correlation structure of final dataset should have a block-diagonal structure, that likes  0.85 0.85 .. 0.85 0 0 0 0 ...0 0 0...0 0 0 .......................................................0.85 0.85  .. 0.85 0 0 0 0...0 0 0 ...0 0 0 0 0 0 0 000 0000 0.85 0.85 0.85 ....  0.85.........................................................0 0 0 0 0...... 0 0 0.85 0.85 .............0.85 for each block (cluster), I can use mvrnorm command to generate data,but the key problem is I do not know how to generate data which have 0correlation when elements are among different clusters???? Thank you very much for your help!!! pin   


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