corrnorm <- function(C, n) {
U <- chol(C)
nC <- dim(C)[1]
N <- (n %% nC) + n
result <- array(rnorm(N), dim=c(N/nC,nC)) %*% U
return(invisible(result[1:n]))
}
corrnorm2 <- function(C, n) {
U <- chol(C)
nC <- dim(C)[1]
N <- (n %% nC) + n
result <- array(rnorm(N), dim=c(N/nC,nC)) %*% U
return(invisible(result))
}
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