Dear Allstat users,
two weeks ago I asked where I could get Fortran functions or subroutines for
sampling values from a univariate and multivariate Normal distribution.
All of you (in particular thanks to Omiros Papaspiliopoulos, Alex Edwards,
John Holden, Trevor Lambert and Pete Neal) suggested the NAG library
(www.nag.co.uk).
Technicians from the university of Padova (Italy) suggested Netlib, and in
particular
http://www.netlib.org/random/index.html
This could be useful for some other people.
I will have a look at these libraries in the next few days (any comment about
netlib libraries will be appreciated).
Thank you for your help
Stefano
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