## Pembangkitan Data Multivariat Normal dengan p=3multinormal=function(n,mu,cov){p=length(mu)C=matrix(0,p,p)z=matrix(0,p,n)for(i in 1:n){ ## Pembangkitan Normal Bakuz[,i]=rnorm(p,0,1)}C[1,1]=sqrt(cov[1,1])C[2,1]=cov[2,1]/sqrt(cov[1,1])C[2,2]=sqrt(cov[2,2]-C[2,1]^2)C[3,1]= cov[3,1]/C[1,1]C[3,2]=(cov[3,2]-C[3,1]*C[2,1])/sqrt(cov[2,2]-C[2,1]^2)C[3,3]=sqrt(cov[3,3]-(C[3,1]^2+C[3,2]^2))y=C%*%z+muY=t(y)return(Y)}

## Contohmu=c(10,15,20)cov=matrix(c(9,5,4,5,16,8,4,8,25),ncol=3,byrow=TRUE)multinormal(30,mu,cov)