General Information
Generates a matrix of random numbers from a Gaussian copula, seeds and generator passed explicitly
- Usage
CALL G05RAF(MODE,M,C,LDC,N,X,LDX,IGEN,ISEED,R,LR,IFAIL)- Classification
| L6b | Generate pseudo-random numbers from multivariate distributions |
- Type
- subroutine in NAG package (G05 sublibrary)
- Language
- Fortran
- Availability
- Proprietary, Portable
Module G05RAF in NAG