function (n) { x1 <- rnorm(n) x2 <- 0.5 * x1 + rnorm(n, 0, sqrt(1 - 0.5^2)) x3 <- 0.5 * x2 + rnorm(n, 0, sqrt(1 - 0.5^2)) x4 <- 0.5 * x2 + rnorm(n, 0, sqrt(1 - 0.5^2)) x5 <- 0.5 * x3 + 0.5 * x4 + rnorm(n, 0, sqrt(1 - 2 * 0.5^2)) data.frame(A = x1, B = x2, C = x3, D = x4, E = x5) }