How to generate matrix of correlated values in MATLAB?

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Seyed Muhammad Hossein Mousavi

http://uk.mathworks.com/help/stats/corrcov.html

http://uk.mathworks.com/help/matlab/ref/corrcoef.html

Vsevolod A Lyakhovetskii

It depends on the type of dependence You want to recieve. Linear, logistic, sinusoidal?

Jonathan Mayers

Vsevolod, I don't know what those are but I would go with linear.

Then the example from the help of corrcoef function may be useful

x = randn(30,4); % uncorrelated data

x(:,4) = sum(x,2); % introduce correlation

[r,p] = corrcoef(x) % compute sample correlation and p-values

[i,j] = find(p

Thank you Vsevolod