The mvn.jsl (ZIP archive) script can generate multivariate normal data. Simply supply the variance covariance matrix, a vector of means, and the desired sample size, and the script generates the data.

If you are fitting a model with the Fit Model platform and want to generate factor values coming from a defined multivariate normal distribution, the Simulator in the Prediction Profiler can be used. For this approach, select "Multivariate" for each factor and define the mean, standard deviation, and correlation structure then click the "Simulate" button.

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