Choleski decomposition

	m <- matrix(nrow=5, ncol=5)
	m <- ifelse(row(m)==col(m), 1, 0.2)
	c <- chol(m)	# Choleski decomposition
	u <- matrix(rnorm(2000*5), ncol=5)
	uc <- u %*% c
	cr <- pnorm(uc)
	cr <- qbinom(cr,1,0.5)
	cor(cr) 
I expected that the cor(cr) to be 0.2 as i set in m, but the result is
around 0.1.
Why is that? Thanks

Cross-posting to rhelp and Stackoverflow is deprecated (at least on Rhelp). If you didn't get effective advice after a reasonable interval (measured in days) it would make sense to look elsewhere. But this is essentially a statistics questions rather than a coding question and you were advised on SO to post the question on a website that is designed for statistics questions. Rhelp is not that site.

David Winsemius, MD
Alameda, CA, USA