x = MultiNormalDraw(n,u,K)

Make n multivariate normal draws with mean u and covariance matrix K.
Each draw is in a single column of y, which has n columns.

The routine operates by computing the appropriate linear transformation
of a N(0,I) multivariate normal draw. This transformation is given by
y= C’x + u where K = C’C. This works because the covariance of a
distribution y = Cx is in general given by Ky = C Kx C’. In our case
Kx= I so Ky = C’C = K.

K = 0 is handled as a special case

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