Simulate from multivariate normal distribution.
rmvnorm(n, mu, Sigma)rlmvnorm(n, ...)
rmassnorm(n, ...)
rlmassnorm(n, ...)
number of variates
vector of means
variance-covariance matrix with number of columns equal to
length of mu
arguments passed to rmvnorm
Returns a matrix of variates with number of rows
equal to n and mumber of columns equal to length of mu.
rlmvnorm is a multivariate log normal.
rmassnorm and rlmassnorm simulate the
multivariate normal using the MASS package.