statistics - How to produce a data set in MATLAB in which variables will correlate to a prespecified level? -


i'm looking create data set 3 columns , arbitrary number of rows.

i'd column 1 have pearson correlation .20 column 2, column 1 correlate .24 column 3, , column 2 correlate .3 column 3.

how do produce this?

you can generate multivariate guassian using mvnrnd , specify covariance achieve desired pearson correlation.

see following documentation: http://www.mathworks.com/help/stats/mvnrnd.html


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