nag_multi_normal_pdf_vector (g01lbc) Example Program Results
Vector of Means:
0.1000 0.2000 0.3000 0.4000
Covariance Matrix:
1 2 3 4
1 4.1600
2 -3.1200 5.0300
3 0.5600 -0.8300 0.7600
4 -0.1000 1.1800 0.3400 1.1800
Rank of the covariance matrix: 4
PDF X
------------------------------------------------
3.0307e-03 1.0000 1.0000 1.0000 1.0000
4.5232e-06 1.0000 2.0000 3.0000 4.0000