[R] generating multivariate normal random numbers in C

[Thomas Lumley]

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

Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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