FMRPROG wrote
> I am generating random numbers from a normal distribution using 
> [snip]
> 
> I need to optimize the speed WITHOUT using the rnorm function but have no
> idea how to do this. I assume I should minimise what goes in the loop?
> 
> Any help would be very much appreciated.

Looks like homework.  
Thus, only a hint:  any time you create something one at a time with a loop,
you almost certainly can create all "n" values by taking advantage of R's
built-in vectorization.  Every statement in your loops can be vectorized.




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