NAG Library Manual, Mark 28.7
```/* nag_stat_prob_multi_normal (g01hbc) Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
*
* Mark 28.7, 2022.
*
*/

#include <nag.h>
#include <stdio.h>

#define SIGMA(I, J) sigma[((I)-1) * n + (J)-1]
int main(void) {
Integer exit_status = 0, i, j, maxpts, n;
char nag_enum_arg[40];
double *a = 0, *b = 0, *mean = 0, prob, *sigma = 0, tol;
Nag_TailProbability tail;
NagError fail;

INIT_FAIL(fail);

printf("nag_stat_prob_multi_normal (g01hbc) Example Program Results\n");

/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT " %lf %39s", &n, &tol, nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
tail = (Nag_TailProbability)nag_enum_name_to_value(nag_enum_arg);

if (!(a = NAG_ALLOC(n, double)) || !(b = NAG_ALLOC(n, double)) ||
!(mean = NAG_ALLOC(n, double)) || !(sigma = NAG_ALLOC(n * n, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}

for (j = 1; j <= n; ++j)
scanf("%lf", &mean[j - 1]);
for (i = 1; i <= n; ++i)
for (j = 1; j <= n; ++j)
scanf("%lf", &SIGMA(i, j));
if (tail == Nag_Central || tail == Nag_UpperTail)
for (j = 1; j <= n; ++j)
scanf("%lf", &a[j - 1]);
if (tail == Nag_Central || tail == Nag_LowerTail)
for (j = 1; j <= n; ++j)
scanf("%lf", &b[j - 1]);
maxpts = 2000;
/* nag_stat_prob_multi_normal (g01hbc).
* Computes probabilities for the multivariate Normal
* distribution
*/
prob = nag_stat_prob_multi_normal(tail, n, a, b, mean, sigma, n, tol, maxpts,
&fail);
if (fail.code == NE_NOERROR || fail.code == NE_ACC ||
fail.code == NE_ROUND_OFF) {
printf("\nMultivariate Normal probability =  %6.4f\n", prob);
} else {
printf("Error from nag_stat_prob_multi_normal (g01hbc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
END:
NAG_FREE(a);
NAG_FREE(b);
NAG_FREE(mean);
NAG_FREE(sigma);
return exit_status;
}
```