<span>#include <RcppArmadillo.h></span>
<span>// [[Rcpp::depends(RcppArmadillo)]]</span>
<span>using</span> <span>namespace</span> <span>Rcpp</span><span>;</span>
<span>// [[Rcpp::export]]</span>
<span>arma</span><span>::</span><span>mat</span> <span>mvrnormArma</span><span>(</span><span>int</span> <span>n</span><span>,</span> <span>arma</span><span>::</span><span>vec</span> <span>mu</span><span>,</span> <span>arma</span><span>::</span><span>mat</span> <span>sigma</span><span>)</span> <span>{</span>
<span>int</span> <span>ncols</span> <span>=</span> <span>sigma</span><span>.</span><span>n_cols</span><span>;</span>
<span>arma</span><span>::</span><span>mat</span> <span>Y</span> <span>=</span> <span>arma</span><span>::</span><span>randn</span><span>(</span><span>n</span><span>,</span> <span>ncols</span><span>);</span>
<span>return</span> <span>arma</span><span>::</span><span>repmat</span><span>(</span><span>mu</span><span>,</span> <span>1</span><span>,</span> <span>n</span><span>).</span><span>t</span><span>()</span> <span>+</span> <span>Y</span> <span>*</span> <span>arma</span><span>::</span><span>chol</span><span>(</span><span>sigma</span><span>);</span>
<span>}</span>
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