span class='no'>tmp</span> <span class='kw'>&lt;-</span> <span class='fu'>matrix</span>(<span class='fu'>rnorm</span>(<span class='no'>d</span>^<span class='fl'>2</span>), <span class='no'>d</span>, <span class='no'>d</span>)
<span class='no'>mcov</span> <span class='kw'>&lt;-</span> <span class='fu'>tcrossprod</span>(<span class='no'>tmp</span>, <span class='no'>tmp</span>)
<span class='no'>myChol</span> <span class='kw'>&lt;-</span> <span class='fu'>chol</span>(<span class='no'>mcov</span>)

<span class='