gistfile1.txt

library(MASS)
n = 1000

x = mvrnorm(n, c(0, 0), Sigma = matrix(c(1, .9, .9, 1), nrow = 2))

cor(x) # correlation of about 0.9 before thresholding

thresholded.values = x > 0
cor(thresholded.values)  # Correlation drops to about 0.7, depending on random seed