multivariate-simulation
There are 3 repositories under multivariate-simulation topic.
itsoukal/anySim
An R package for the stochastic simulation of processes with any marginal distribution and correlation structure
simulatr/simrel
Simulation of Multivariate Linear Model Data
Nathan-Potgieter/Making-of-MCmarket
This is where I originally designed my Monte Carlo simulation package (MCmarket) my Mcom financial econometrics course work at Stellenbosch University.