Hello.
This is not the right mailing list for this kind of requests, but likely I
will get useful information.
I need to start programming in Fortran. Before starting it I need to know
whether there are already subroutines or functions for sampling values from a
univariate and multivariate Normal distribution.
I have been looking in the web, I found functions for sampling from N(0,1).
Nothing about multivariate distributions. Does anyone have what I am looking
for, or know where to get it?
thank you for the eventual help
Stefano
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