General Information
Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly
- Usage
CALL G05LZF(MODE,N,XMU,C,IC,X,IGEN,ISEED,R,NR,IFAIL)- Classification
| L6b14 | Multivariate normal random numbers |
- Type
- subroutine in NAG package (G05 sublibrary)
- Language
- Fortran
- Availability
- Proprietary, Portable
Module G05LZF in NAG