nag_stat_prob_multi_normal (g01hbc) Example Program Data
 4 0.0001 Nag_Central

 0.0  0.0  0.0  0.0

 1.0  0.9  0.9  0.9
 0.9  1.0  0.9  0.9
 0.9  0.9  1.0  0.9
 0.9  0.9  0.9  1.0

-2.0 -2.0 -2.0 -2.0

 2.0  2.0  2.0  2.0