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