an>:<span class='no'>d</span>, <span class='no'>mcov</span>, <span class='kw'>ncores</span> <span class='kw'>=</span> <span class='fl'>2</span>) <span class='co'># r.v. generated on the second core are different</span>

<span class='co'>###### Here we create the matrix that will hold the simulated random variables upfront.</span>
<span class='no'>A</span> <span class='kw'>&lt;-</span> <span class='fu'>matrix</span>(<span class='fl'>NA</span>, <span class='fl'>4</span>, <span class='no'>d</span>)
<span class