[Help-gsl] sampling multivariate gaussian/normal distribution - hints

[Misha Koshelev]

Hi:

I am new to GSL and have already found that, while trying to convert a MATLAB 
Gibbs sampler to
C, there is no function to sample a multivariate normal in GSL.

I have found several posts on this list that suggest such a feature will not be 
added at the moment.

Are there any libraries in C or C++ that might support this? Any links much 
appreciated.

Please reply all.

Thank you
Misha
-- 
Misha Koshelev
MD/PhD Student

Human Neuroimaging Laboratory
One Baylor Plaza
S104
Baylor College of Medicine
Houston, TX 77030