search for: chol1

...a matrix, these will be modified to meet the criteria x234 <- scale(matrix( rnorm(ndistr*length(x1)), ncol=ndistr )) # put all into 1 matrix for simplicity x1234 <- cbind(scale(x1),x234) # find the current correlation matrix c1 <- var(x1234) # cholesky decomposition to get independence chol1 <- solve(chol(c1)) newx <- x1234 %*% chol1 # check that we have independence and x1 unchanged zapsmall(cor(newx)) all.equal( x1234[,1], newx[,1] ) # create new correlation structure newc<-diag(ndistr+1) newc[1,-1]<- coefs newc[-1,1]<- coefs chol2 <- chol(newc) finalx <- n...