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GAMS Classification for the NAG C Library
NAG C Library Manual

L5b : Multivariate

g01nac    nag_moments_quad_form
Cumulants and moments of quadratic forms in Normal variables
g01nbc    nag_moments_ratio_quad_forms
Moments of ratios of quadratic forms in Normal variables, and related statistics

L5b1:   Cumulative multivariate distribution functions, probability density functions  (2 routines)
L5b2:   Inverse cumulative distribution functions  (0 routines)

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GAMS Classification for the NAG C Library
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2012