Message-ID: <Pine.GSO.4.31.0106261725500.2013-100000@toucan.stats>
Date: 2001-06-26T16:27:02Z
From: Brian Ripley
Subject: generating multivariate normal random numbers in C
In-Reply-To: <15160.43027.382279.603512@autan.toulouse.inra.fr>
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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