Generating Multivariate Normal Distribution

This is a modified version of rmnorm function in the mnormt package, which now can pass a n*p matrix for the mean argument.This is efficient if each row has a different vector of means (1*p).

# generate n=3 sets of bivariate random variables

mean <- matrix(c(1,2,2,5,3,4),nrow=3, ncol=2, byrow=TRUE)
varcov <- diag(1,2)
ran <- rMNORM(3, mean=mean, varcov=varcov)