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Generating multivariate normal data in Octave

From: Nadeera Gunaratne
Subject: Generating multivariate normal data in Octave
Date: Tue, 29 Jul 2014 17:53:03 +1000


I want to generates multivariate normal data for given mean and co-variance matrix. The following function is in Matlab. 
function s = mvnrnd(mu,Sigma,n)
%       nxd         nxd  dxd
% Draw n random d-dimensional vectors from a multivariate Gaussian distribution
% with mean mu and covariance matrix Sigma.
I could not find a similar function in Octave which generate multivariate normal data as above.  
I appreciate your advice.
Kind Regards,

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