generating multivariate normal random numbers in C
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 G?n?tique Cellulaire INRA-Toulouse [05 6128 5119] -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._