[R] factor analysis backwards

Stefan Premke premke at cbs.mpg.de
Wed Apr 12 15:51:32 CEST 2006


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




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