[R] Choleski decomposition

[jaybell]

	m <- matrix(nrow=5, ncol=5)
	m <- ifelse(row(m)==col(m), 1, 0.2)
	c <- chol(m)	# Choleski decomposition
	u <- matrix(rnorm(2000*5), ncol=5)
	uc <- u %*% c
	cr <- pnorm(uc)
	cr <- qbinom(cr,1,0.5)
	cor(cr) 
I expected that the cor(cr) to be 0.2 as i set in m, but the result is
around 0.1.
Why is that? Thanks



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