[R] sampling from general multivariate pdf

[Blair Smith]

Hi,
Forgive me if I seem naive, I'm tackling multivariate stats for the first time!

Q. I'd like to know if there are packages that can be used to simulate random 
draws from general multivariate (joint) PDF functions when ONLY the independent marginal PDFs 
are known (RV means and covariance or correlation matrix)?

Q. I see there is a Markov Chain Monte Carlo package, but the mcmc documentation is 
not clear enough for me to be able to use it to simulate draws from joint PDFs.  I'd like 
to automate this type of task.  Is there aother Monte Carlo strategy that has 
an R interface?
Can anyone help?

Other Stats Questions/comments:
* I'm aware the underlying joint PDF cannot be uniquely determined, but I assume for 
certain simulation purposes sampling correlated RV's from the marginal PDFs is 
sufficient (eg., my purpose is uncertainty or error propagation, using say the 
ISO GUM Supplement 1 Monte Carlo approach).  Is this assumption correct, or for 
error propagation are there strong caveats to observe.
(ASIDE: The ISO GUM Supp.-1 does not provide advice on how to simulate RV's drawn from 
multivariate PDFS for other than the multivariate normal dist. for which I can easily 
use the mvtnorm or mnormt packages.)

Thanks in advance.
bms.