\begin{Schunk}
\begin{Sinput}
 X <- mvrnorm(N, m = mu, S = Sigma) 
 var(X)
\end{Sinput}
\begin{Soutput}
         [,1]      [,2]      [,3]      [,4]
[1,] 1.106521  1.100028  4.846117  2.965107
[2,] 1.100028  4.146812 -1.390915  1.240546
[3,] 4.846117 -1.390915 53.874826  7.121330
[4,] 2.965107  1.240546  7.121330 15.287877
\end{Soutput}
\end{Schunk}
