R help - Dec 2009 - Determining the correlation coefficient?

Hello, I need your help! Probably the answer is quite easy, but still ...
How can I sample two (or more) vectors of data from a normal distribution so
they are correlated with an exact value I select (for example pearson's r =
.30)?

Thanks!
James


      
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Hello

On 12/14/09, Anja Mohorko <nekostrgano at yahoo.com>
wrote:
> Hello, I need your help! Probably the answer is quite easy, but still ...
>  How can I sample two (or more) vectors of data from a normal distribution
so they are correlated with an exact value I select (for example pearson's r
= .30)?
>
require(MASS)
Sigma <- matrix(c(10,3,3,2),2,2)
Sigma
mvrnorm(n=1000, rep(0, 2), Sigma)

Liviu