[R] generating multivariate normal random numbers in C
tlumley at u.washington.edu
Tue Jun 26 17:43:09 CEST 2001
On Tue, 26 Jun 2001, Mathieu Ros wrote:
> hello all,
> I'm looking for a C/C++ library (or algorithm) to compute draws from a
> multivariate normal distribution in order to do block sampling.
> (I'm plugging my results in an R function so this is not really off
> topic ;)
In that case, why not use mvrnorm() in the MASS package? It's not in C,
but it doesn't need to be.
Thomas Lumley Asst. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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