r-MultiRNG

Pseudo-random number generation for 11 multivariate distributions: Normal, t, Uniform, Bernoulli, Hypergeometric, Beta (Dirichlet), Multinomial, Dirichlet-Multinomial, Laplace, Wishart, and Inverted Wishart. The details of the method are explained in Demirtas (2004) <DOI:10.22237/jmasm/1099268340>.