random multivariate normal sample generator

// ---------------------------------------------
// random multivariate normal sample generator using RcppArmadillo
// from http://gallery.rcpp.org/articles/simulate-multivariate-normal/
// ---------------------------------------------

arma::colvec mvrnormArma(arma::colvec mu, arma::mat sigma, int ncols) {
  arma::rowvec y = as<arma::rowvec>(rnorm(ncols)); //arma::randn(1,ncols)
  return arma::trans( arma::trans(mu) + y*arma::chol(sigma));
}