Is this possible to do numerically? I know we can sample timeseries from Gaussian (or other) distributions that have a specified correlation structure. But can it be done for Uniform?
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Related post: https://stats.stackexchange.com/questions/66610/generate-pairs-of-random-numbers-uniformly-distributed-and-correlated . Seems like your answer will depend on using copulas. The question is for bivariate, but the code provided in top answer works for larger dimensions. – bdeonovic Dec 09 '21 at 16:15