It is really good news for anyone who loves simulation.



Modules for Multivariate Random Sampling
New modules have been added to the IMLMLIB library. These modules generate random samples of
observations from multivariate distributions in variables. See the Module Library documentation for details.
The modules and associated multivariate distributions are as follows:
RANDDIRICHLET
generates a random sample from a Dirichlet distribution (a multivariate generalization of the beta
distribution).
RANDMULTINOMIAL
generates a random sample from a multinomial distribution (a multivariate generalization of the
binomial distribution)
RANDMVT
generates a random sample from a multivariate Student's distribution.
RANDNORMAL
generates a random sample from a multivariate normal distribution.
RANDWISHART
generates a random sample from a Wishart distribution (a multivariate generalization of the gamma
distribution).