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...ction, the dimension should be lower than 1000, So could you help me to find out if there's any solution could do such sampling from a truncated multivariate normal distribution with the sigma dimension is 2500*2500?? Here is parts of my code for sampling: rg[k,]<- rtmvnorm(n=1, as.vector(SG1u), SG1, lower=rep(0,2500), upper=rep(Inf,2500), algorithm="rejection") and the error information is: "Error: mvt(lower = lower, upper = upper, df = 0, corr = corr, delta = mean, : only dimensions 1 <= n <= 1000 allowed" Thanks a lot. [[alternative HTML version dele...