nag_multi_normal_pdf_vector (g01lbc) Example Program Results Vector of Means: 0.1000 0.2000 0.3000 0.4000 Covariance Matrix: 1 2 3 4 1 4.1600 2 -3.1200 5.0300 3 0.5600 -0.8300 0.7600 4 -0.1000 1.1800 0.3400 1.1800 Rank of the covariance matrix: 4 PDF X ------------------------------------------------ 3.0307e-03 1.0000 1.0000 1.0000 1.0000 4.5232e-06 1.0000 2.0000 3.0000 4.0000