Example description

nag_rand_copula_gumbel (g05rkc) Example Program Results

Uniform variates with copula joint distrbution
   0.936870  0.867579  0.971315  0.885436
   0.113937  0.306325  0.862550  0.274299
   0.441848  0.221141  0.504169  0.498465
   0.790226  0.600734  0.749311  0.647411
   0.836246  0.984692  0.880681  0.907863
   0.178145  0.460986  0.128349  0.132867
   0.127161  0.175970  0.180519  0.038261
   0.447304  0.217106  0.166239  0.130033
   0.889915  0.900532  0.884357  0.887901
   0.906913  0.868125  0.844986  0.880437
   0.222224  0.549883  0.496503  0.648758
   0.380733  0.596745  0.509628  0.357674
   0.844530  0.775454  0.866096  0.894776