Generating multivariate normal data in Octave

[Nadeera Gunaratne]

Hi,

I want to generates multivariate normal data for given mean and co-variance matrix. The following function is in Matlab. 

function s = mvnrnd(mu,Sigma,n)
%       nxd         nxd  dxd
% Draw n random d-dimensional vectors from a multivariate Gaussian distribution
% with mean mu and covariance matrix Sigma.

I could not find a similar function in Octave which generate multivariate normal data as above.  

I appreciate your advice.

Kind Regards,

Nadeera