Utility function to simulate continuous random vectors from a multivariate normal distribution such that all marginal distributions are univariate standard normal.
1  rsmvnorm(R, cor.matrix)

R 
integer indicating the sample size. 
cor.matrix 
matrix indicating the correlation matrix of the multivariate normal distribution. 
Checks are made to ensure that cor.matrix
is a positive definite correlation matrix. The positive definiteness of cor.matrix
is assessed via eigenvalues.
Returns R
random vectors of size ncol(cor.matrix)
.
Anestis Touloumis
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