Draw samples from multivariate, correlated normal distribution with counts correlated according to Sigma
rmvnorm(n = 100, mu = rep(0, 10), Sigma = diag(10), tol = 1e-06,
empirical = TRUE)number of samples to draw
mean vector for variables (of length \(D\))
\(DxD\) covariance or correlation matrix
numerical tolerance for a zero eigenvalue (check for PD of Sigma)
is Sigma the empirical correlation?
\(Dxn\) matrix with Gaussian data