Creating simply correlated data in R

Although it might appear as a trivial task to a R user with 1 or 2 weeks of R experience, I thought that this might help to a total noob like me. It's fascinating how you can avoid using loops in R to get the jobs done in a few lines of code (or commands as one might argue...)

So you end up with a simple 2-D data set with some correlation, nothing fancy at all. Anyway, I needed this to play around with Principal Component Analysis (PCA), more on that later.

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