The matrix decomposition is done via eigen; although a Choleski decomposition might be faster, the eigen decomposition is stabler.
multivariate(n = 1, mu, Sigma, tol = 1e-06, empirical = FALSE,
EISPACK = FALSE)the number of samples required.
a vector giving the means of the variables.
a positive-definite symmetric matrix specifying the covariance matrix of the variables.
tolerance (relative to largest variance) for numerical lack of positive-definiteness in Sigma.
logical. If true, mu and Sigma specify the empirical not population mean and covariance matrix.
logical: values other than FALSE are an error.
If n = 1 a vector of the same length as mu, otherwise an n by length(mu) matrix with one sample in each row.