Data Simulation from Correlation Matrix

From: Mike - EMAIL IGNORED <m_d_berger_1900@xxxxxxxxx>
Date: Thu, 07 Dec 2006 17:46:31 -0500

Can someone indicate where I can find the
mathematics and algorithm needed to generate
a simulated data matrix given a correlation
matrix and a random number generator?
Google led me to programs that will do it,
but no adequate explanation.

Thanks for your help.
Mike.

.

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