mvnorm <-
function(n = 1, mu, Sigma, p)
{
if(missing(p)) {
p <- length(mu)
if(missing(Sigma))
Sigma <- diag(p)
} else {
mu <- rep(0, p)
Sigma <- diag(p)
}
if(!all(dim(Sigma) == c(p, p)))
stop("incompatible arguments")
eS <- eigen(Sigma, sym = T)
X <- mu + eS$vectors %*% diag(sqrt(eS$values)) %*% matrix(rnorm(p * n), p)
if(n == 1)
drop(X)
else t(X)
}
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