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Multivariate normal pdf code?
I'm looking for Fortran code that calculates the multivariate normal pdf. If someone is willing to share or point me in the right direction I would appreciate it. Thanks! -
generate a matrix of possible combinations using fortran
I have an array X(9,2) and I want to generate another array B(512,9) with all the possible combinations. I thought about doing 9 do loops, but I was hoping for a more efficient way. This is what I have do i1=1, 2 do i2=1, 2 do i3=1,2 do i4=1,2 do i5=1,2... -
IMSL
Hi everyone, I'm trying to learn how to use IMSL. I have a very simple program that finds a minimum and I would like to make a modification to it. Right now the function I'm minimizing is F = 1.0E2*(X(2)-X(1)*X(1))**2 + (1.0E0-X(1))**2 I'm trying to figure out whether is possible to write my... -
[FGSL] [Brent's method]?
I'm trying to use FGSL to maximize a function. My problem is that the function I'm trying to maximize is a combination of many other functions and I don't know how to set the paremeters of those and then pass everything into FGSL. For example, in line 212 I declare the first function that is...
