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void SRANDMULTINORMALR(rng_int_t *n, float *ref, rng_int_t *state, float *x, rng_int_t *ldx, rng_int_t *info)#
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void DRANDMULTINORMALR(rng_int_t *n, double *ref, rng_int_t *state, double *x, rng_int_t *ldx, rng_int_t *info)#
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void srandmultinormalr_(rng_int_t *n, float *ref, rng_int_t *state, float *x, rng_int_t *ldx, rng_int_t *info)#
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void drandmultinormalr_(rng_int_t *n, double *ref, rng_int_t *state, double *x, rng_int_t *ldx, rng_int_t *info)#
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void srandmultinormalr(rng_int_t n, float *ref, rng_int_t *state, float *x, rng_int_t ldx, rng_int_t *info)#
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void drandmultinormalr(rng_int_t n, double *ref, rng_int_t *state, double *x, rng_int_t ldx, rng_int_t *info)#
Generates double precision values from multivariate normal distribution using a reference vector previously set-up via a call to drandmultinormalreference.
- Parameters:
n – [in] Number of values to generate, n > 0
ref – [in] Reference vector, generated by a call to drandmultinormalreference
state – [inout] On Entry: Current state of the base generator being used. state must have first been initialized with a call to drandinitialize On Exit: State of generator after n- values are generated
x – [out] Vector of n- values from a multivariate normal distribution, x(ldx,M)
ldx – [in] Lead dimension of x as defined in the calling routine, ldx >= n
info – [out]
Error code
1 = Everything OK, but reference vector not set up, due to lref being -1 on entry
0 = Everything OK
-1 to -5 = Error in parameter, abs(info)