SET SEED = 210673.

SET MXLOOPS = 10000.
MATRIX.
COMPUTE N = 168.
COMPUTE r = MAKE(4,4,1).
COMPUTE mean1 = 40.
COMPUTE mean2 = 60.
COMPUTE mean3 = 63.
COMPUTE mean4 = 57.
COMPUTE sd1 = 10.
COMPUTE sd2 = 30.
COMPUTE sd3 = 13.13.
COMPUTE sd4 = 9.68.
LOOP counter = 1 to 10000.
	COMPUTE rs = TRUNC(UNIFORM(1,3)*100)/100.
END LOOP IF rs(1,1) < 0.7 AND rs(1, 2) < 0.7 AND rs(1, 3) < 0.4.
COMPUTE r12 = rs(1,1).
COMPUTE r13 = rs(1,2).
COMPUTE r14 = rs(1,3).
COMPUTE r23 = 0.45.
COMPUTE r24 = 0.24.
COMPUTE r34 = 0.16.
COMPUTE var1 = MAKE(N,1,1).
COMPUTE var2 = MAKE(N,1,1).
COMPUTE var3 = MAKE(N,1,1).
COMPUTE var4 = MAKE(N,1,1).
COMPUTE wvector = MAKE(N,1,1).
COMPUTE rowindex = 1.
LOOP.
	COMPUTE x1 = (2*UNIFORM(1,1))-1.
	COMPUTE x2 = (2*UNIFORM(1,1))-1.
	COMPUTE x3 = (2*UNIFORM(1,1))-1.
	COMPUTE x4 = (2*UNIFORM(1,1))-1.
	COMPUTE w = 	x1*x1 + x2*x2 + x3*x3 + x4*x4.
DO IF w <= 1.
	COMPUTE var1(rowindex, 1) = x1.
	COMPUTE var2(rowindex, 1) = x2.
	COMPUTE var3(rowindex, 1) = x3.
	COMPUTE var4(rowindex, 1) = x4.
	COMPUTE wvector(rowindex, 1) = w.
	COMPUTE rowindex = rowindex+1.
END IF.
END LOOP.
COMPUTE wvector = SQRT((-2*ln(wvector))/wvector).
COMPUTE var1 = var1&*wvector.
COMPUTE var2 = var2&*wvector.
COMPUTE var3 = var3&*wvector.
COMPUTE var4 = var4&*wvector.
COMPUTE r(1,2) = r12.
COMPUTE r(2,1) = r12.
COMPUTE r(1,3) = r13.
COMPUTE r(3,1) = r13.
COMPUTE r(1,4) = r14.
COMPUTE r(4,1) = r14.
COMPUTE r(2,3) = r23.
COMPUTE r(3,2) = r23.
COMPUTE r(2,4) = r24.
COMPUTE r(4,2) = r24.
COMPUTE r(3,4) = r34.
COMPUTE r(4,3) = r34.
print r.
COMPUTE r = CHOL(r).
COMPUTE x_cor = {var1, var2, var3, var4}.
COMPUTE x_cor = x_cor*r.
COMPUTE x_cor(:,1) = (x_cor(:,1)*sd1)+mean1.
COMPUTE x_cor(:,2) = (x_cor(:,2)*sd2)+mean2.
COMPUTE x_cor(:,3) = (x_cor(:,3)*sd3)+mean3.
COMPUTE x_cor(:,4) = (x_cor(:,4)*sd4)+mean4.
Compute x_cor(:, 2) = (x_cor(:, 2))&**2.
Compute Highest = CMAX(x_cor(:, 2))/100.
Compute x_cor(:, 2) = rnd(x_cor(:, 2)/Highest).
SAVE {x_cor}
	/OUTFILE = *
	/VARIABLES = spai obq suis pswq.
END MATRIX.