This manual relates to an old release of the Library.
The documentation for the current release is also available on this site.
NAG Library Manual, Mark 27.1
Interfaces:  FL   CL   CPP   AD 
NAG FL Interface Introduction
Example description
 G01LBF 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