If you can generate vector(s) X of uncorrelated observations with whatever distribution you want, then let A = t(chol(Correl)), where Correl = the desired correlation matrix.
If you want multivariate normal or t distributions, the package mvtnorm downloadable from CRAN will do this for you.
If this does not solve your problem, I suggest you provide a toy example that explains very succinctly what you want, what you've tried, and the deficiencies in what you've tried.
hope this helps. spencer graves
rui wrote:
Dear R community:
How to generate a matrix with a specific correlation (matrix)? Thanks in advance.
Rui [[alternative HTML version deleted]]
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