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function x=randcorr(n,R)

% RANDCORR Generates corremlated random variables

% Generates n vector valued variates with uniform marginals and correlation

% matrix R.

% Returns an nxk matrix, where k is the order of R.

k=size(R,1);

R=2*sin((pi/6)*R);

x=normcdf(randn(n,k)*chol(R));