GAMS Classification Index
NAG C Library Manual

L6b14: Normal

g05eac   nag_ref_vec_multi_normal
Set up reference vector for multivariate Normal distribution
g05ezc   nag_return_multi_normal
Pseudo-random multivariate Normal vector from reference vector
g05lzc   nag_rngs_multi_normal
Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly

NAG C Library Manual
GAMS Classification Index
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© The Numerical Algorithms Group Ltd, Oxford UK. 2002