- NAME
MRANDOMN
- URPOSE
- unction to draw NRAND random deviates from a multivariate normal
- istribution with zero mean and covariance matrix COVAR.
- UTHOR Brandon C. Kelly, Steward Obs., Sept. 2004
- NPUTS
SEED - The random number generator seed, the default is IDL's
default in RANDOMN()
COVAR - The covariance matrix of the multivariate normal
distribution.
- PTIONAL INPUTS
NRAND - The number of randomn deviates to draw. The default is
one.
- UTPUT
The random deviates, an [NRAND, NP] array where NP is the
dimension of the covariance matrix, i.e., the number of
parameters.
- PTIONAL OUTPUT
STATUS - status of the Cholesky decomposition. If STATUS = 0 then
the computation was successful. If STATUS > 0 then the
input covariance matrix is not positive definite (see LA_CHOLDC),
and MRANDOMN
Note that if a STATUS keyword is supplied then no error message
will be printed.
- EVISION HISTORY
Oct. 2013 -- Use LA_CHOLDC instead of CHOLDC to enable use of STATUS
keyword. W. Landsman