[Help-gsl] Question to random number generation

[Alexander Dietz]

Hi,

I am using gls the first time and I would like to generate random numbers.
> From the documentation I can see that I draw number from a Gaussian
distribution and a bivariate Gaussian distribution, but I would like to draw
numbers from a multivariate Gaussian distribution, given a covariance
matrix. Is there such a function that can do this? Or does someone coded up
a function that uses the Cholesky decomposition to do this? That would help
me a lot.

Cheers
 Alex