Generate Random Multivariate Normal Distribution

Creates a random Multivariate Normal when given number of obs, mean, and sigma.

rmvnorm(n, mu, sigma)

Arguments

n	An `int`, which gives the number of observations. (> 0)
mu	A `vector` length m that represents the means of the normals.
sigma	A `matrix` with dimensions m x m that provides the covariance matrix.

A matrix that is a Multivariate Normal distribution

# Call with the following data:
rmvnorm(2, c(0,0), diag(2))
#>           [,1]       [,2]
#> [1,]  1.556334  0.8287504
#> [2,] -1.672667 -1.0440574