[R] creating a multivariate set of variables with given intercorrelations

Dimitri Liakhovitski ld7631 at gmail.com
Sun May 20 03:21:19 CEST 2007

I was wondering if there is a package in R that allows one to create a
multivariate data set with pre-specified intercorrelations among
variables, e.g., a set of 4 variables (with a length of N each), such
that the correlations between variables are:

     a     b     c     d
a   1     r1    r2    r3
b          1     r4    r5
c                 1     r6
d                         1

Thank you very much!
Dimitri Liakhovitski

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