\begin{Schunk}
\begin{Sinput}
 X <- mvrnorm(N, m = mu, S = Sigma) 
 var(X)
\end{Sinput}
\begin{Soutput}
         [,1]       [,2]       [,3]      [,4]
[1,] 1.059179  1.1419708  4.4572142  2.867251
[2,] 1.141971  4.1243364 -0.6975967  1.136091
[3,] 4.457214 -0.6975967 49.6711047  6.161464
[4,] 2.867251  1.1360906  6.1614637 15.743375
\end{Soutput}
\end{Schunk}
