[R] generating multivariate normal random numbers in C

[Prof Brian Ripley]

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 ;)

mvrnorm in package MASS (in bundle VR).


> thanks for your help,
>   Mathieu
>
> --
> Mathieu Ros
> Laboratoire de Génétique Cellulaire
> INRA-Toulouse [05 6128 5119]
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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