[R] generate fourth vector based on known correlations

bkelcey at umich.edu
Wed, 26 Sep 2007 20:24:57 -0000

I am trying to generate a fourth vector,z, given three known and fixed
vectors, x1,x2,x3 with corresponding known and fixed correlations with
themeselves and with z. That is, all correlations are known and
prespecified. How can I do this?
Thank you,
ben