[R] generating multivariate normal random numbers in C

[Mathieu Ros]

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 ;)
thanks for your help,
  Mathieu

-- 
Mathieu Ros
Laboratoire de Génétique Cellulaire
INRA-Toulouse [05 6128 5119]

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