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void SRANDMULTINORMALREFERENCE(rng_int_t *m, float *xmu, float *c, rng_int_t *ldc, float *ref, rng_int_t *lref, rng_int_t *info)#
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void DRANDMULTINORMALREFERENCE(rng_int_t *m, double *xmu, double *c, rng_int_t *ldc, double *ref, rng_int_t *lref, rng_int_t *info)#
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void srandmultinormalreference_(rng_int_t *m, float *xmu, float *c, rng_int_t *ldc, float *ref, rng_int_t *lref, rng_int_t *info)#
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void drandmultinormalreference_(rng_int_t *m, double *xmu, double *c, rng_int_t *ldc, double *ref, rng_int_t *lref, rng_int_t *info)#
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void srandmultinormalreference(rng_int_t m, float *xmu, float *c, rng_int_t ldc, float *ref, rng_int_t *lref, rng_int_t *info)#
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void drandmultinormalreference(rng_int_t m, double *xmu, double *c, rng_int_t ldc, double *ref, rng_int_t *lref, rng_int_t *info)#
Setups a reference vector for generating a vector of random variates from a multivariate normal distribution via calls drandmultinormalr.
- Parameters:
m – [in] Number of dimensions to the multivariate distribution, m >= 1
xmu – [in] Means, xmu(m)
c – [in] Covariance matrix, c(ldc,m)
ldc – [in] Lead dimension of c in the calling routine
ref – [out] Reference vector, ref(lref)
lref – [inout] On Entry: Either -1, or Length of ref. lref >= 6 + m*m+m On Exit: If lref = -1 then lref is set to a recommended value and the function returns; otherwise lref is not altered
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 -6 = Error in parameter, abs(info)