\begin{Schunk}
\begin{Sinput}
 library(rockchalk)
 mu <- c(3, 1, 44, 19) # numbers from top of my head
 rho <- lazyCor(c(0.5, 0.6, 0.7, -0.1, 0.1, 0.2))
 sd <- c(1, 2, 7, 4) 
 Sigma <- lazyCov(rho, sd)
 Sigma
\end{Sinput}
\begin{Soutput}
     [,1] [,2] [,3] [,4]
[1,]  1.0  1.0  4.2  2.8
[2,]  1.0  4.0 -1.4  0.8
[3,]  4.2 -1.4 49.0  5.6
[4,]  2.8  0.8  5.6 16.0
\end{Soutput}
\end{Schunk}
