An increasing number of practitioners and applied statisticians have started using the R programming system in recent years for their computing and data analysis needs. As far as pseudo-random number generation is concerned, the built-in generator in R does not contain multivariate distributions. In this article, R routines for widely used multivariate distributions are presented.
"Pseudo-Random Number Generation In R For Commonly Used Multivariate Distributions,"
Journal of Modern Applied Statistical Methods:
2, Article 19.
Available at: http://digitalcommons.wayne.edu/jmasm/vol3/iss2/19