Hello! How can I do a factor analysis backwards to get an arbitrary covarianz matrix out of an arbitrary number of generated random variables that have a correlation near zero. Or the same question shorter: How to generate random variables that have a spezial correlation pattern. I would like to be able to do this to generate arbitrary data structures for simulation purpose
sincerely stefan ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
