mvrnorm

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    R <-> Matlab, generating correlating normal variates

    R <-> Matlab, generating correlated normal variates HI, I need to generate correlated normal variates, with certain mean and sd. I don't have Statistics Toolbox, so I have to code it myself. I have a running R code from: http://www.unt.edu/benchmarks/archives/2001/december01/rss.htm but...