\begin{Schunk}
\begin{Sinput}
 X <- mvrnorm(N, m = mu, S = Sigma)
 var(X)
\end{Sinput}
\begin{Soutput}
          [,1]       [,2]      [,3]       [,4]
[1,] 0.9428358  0.8792096  4.156707  2.6206476
[2,] 0.8792096  3.9736975 -1.956495  0.3235383
[3,] 4.1567068 -1.9564948 50.783077  5.1520706
[4,] 2.6206476  0.3235383  5.152071 15.6659116
\end{Soutput}
\end{Schunk}
