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GAMS Classification for the NAG C Library
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
g05lxc    nag_rngs_matrix_multi_students_t
Generates a matrix of random numbers from a multivariate Student's t-distribution, seeds and generator passed explicitly
g05lyc    nag_rgsn_matrix_multi_normal
Generates a matrix of random numbers from a multivariate Normal distribution, seeds and generator passed explicitly
g05lzc    nag_rngs_multi_normal
Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly

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GAMS Classification for the NAG C Library
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© The Numerical Algorithms Group Ltd, Oxford UK. 2005