Module G05RBF in NAG

General Information

Generates a matrix of random numbers from a Student's t-copula, seeds and generator passed explicitly

Usage

CALL G05RBF(MODE,DF,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