ssclift

Documentation error in DRANDMULTINORMAL?

Discussion created by ssclift on Jul 19, 2008
Latest reply on Sep 4, 2008 by chipf
Leading dimention of correlation matrix

This seems to be a minor, but confusing error in the DRANDMULTINORMAL documentation:

— Input: DOUBLE PRECISION C(LDC,M)

On input: variance / covariance matrix for the distribution.

— Input: INTEGER LDC

On input: leading dimension of C in the calling routine.
Constraint: LDC>=N.

Should that N not be "M"?  If I want to generate 10000 x M sets of correlated Normals, surely I don't need to make 10000 copies of the M x M correlation matrix?

 

Thanks.

-- Simon

 

Outcomes