#NEWLINE# def gen_correlated_data( n , r , SEED = 0 ) : #NEWLINE# #INDENT# rng = numpy . random . RandomState ( SEED ) #NEWLINE# T = rng . multivariate_normal ( [ 0 , 0 ] , [ [ 1 , r ] , [ r , 1 ] ] , n ) #NEWLINE# return T