19 January 2020 09:15:22 AM

PROBLEM1_MAIN
  C version

INITIALIZE - Note:
  The RNGLIB package has been initialized.

TEST01
  Call PRIOR_SAMPLE many times.
  Compare statistics to PDF parameters.
  Note that the covariance estimate can be very bad
  unless the matrix is strongly diagonal.

  Parameter dimension is 5
  Number of samples is 10000

 Index       Min            Ave              Max             MU

     0        -4.56132      -0.0245422         3.48482               0
     1        -5.10168      -0.0218223         5.50887               0
     2        -5.93947      -0.0484467         6.15872               0
     3        -8.01079      -0.0283803         7.79471               0
     4        -7.89581      -0.0393701         9.62248               0

  Sample covariance:

  Col:          0             1             2             3             4     
  Row

    0:        1.009119        0.505379        0.513965        0.472940        0.536441
    1:        0.505379        2.028637        0.533270        0.503469        0.528182
    2:        0.513965        0.533270        2.954266        0.472260        0.587384
    3:        0.472940        0.503469        0.472260        3.956809        0.484053
    4:        0.536441        0.528182        0.587384        0.484053        5.181147

  PDF covariance:

  Col:          0             1             2             3             4     
  Row

    0:        1.000000        0.500000        0.500000        0.500000        0.500000
    1:        0.500000        2.000000        0.500000        0.500000        0.500000
    2:        0.500000        0.500000        3.000000        0.500000        0.500000
    3:        0.500000        0.500000        0.500000        4.000000        0.500000
    4:        0.500000        0.500000        0.500000        0.500000        5.000000

PROBLEM1_MAIN
  Normal end of execution.

19 January 2020 09:15:23 AM