[R] faster mvrnorm alternative

fantomas tomas.iesmantas at gmail.com
Sat Jan 22 12:34:32 CET 2011


Hello,
does anybody know another faster function for random multivariate normal
variable simulation? I'm using mvrnorm, but as profiling shows, my algorithm
spends approximately 50 % in executing mvrnorm function. 
Maybe some of you knows much faster function for multivariate normal
simulation?
I would be very gratefull for advices.
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