/* rant.c Last Modified 12/01/99 */ /* Generate pseudo-random deviate from multivariate t density. */ #include void rant(double *z, double *mu, double *Cmat, int d, int xdf) { double y; int j, inc=1; void daxpy_(int *dim, double *alpha, double *xv, int *incx, double *yv, int *incy); void dtrmv_(char *uplow, char *transf, char *udiag, int *dim, double *a , int *lda , double *xv,int *incr); float genchi(float dfs); float gennor(float mus, float sds); double a=1.0; char uplo[]="U"; char trans[]="T"; char diag[]="N"; /* Chi-squared deviate, df degrees of freedom */ y=((double)genchi(((float)xdf))); /* independent normal deviates */ for (j=0;j