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Let us suppose that I have a dataset with 3 features and that I know the pairwise correlations among these features.

Let us suppose that I want to build a synthetic dataset that respects those correlations, simulating the real dataset. So, I would provide fake values for one of the features and I would like to calculate te other two features from the pairwise correlations of the real dataset.

Is it possible to do that?

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    $\begingroup$ You can't calculate the values simply from the correlations. It may be possible to generate values. There's a number of posts on site that explain how to simulate data to match either population or sample correlations. Presuming you want the latter, I think the sample correlation one could be adapted to specifying values for one series. $\endgroup$
    – Glen_b
    Commented Oct 19, 2022 at 1:22
  • $\begingroup$ You may want to look into Metric Multi Dimensional Scaling. $\endgroup$
    – John Madden
    Commented Oct 19, 2022 at 2:37
  • $\begingroup$ Here's a search to get you started: stats.stackexchange.com/… $\endgroup$
    – Sycorax ♦
    Commented Oct 19, 2022 at 4:08

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