2022-05-18: header of http://www.math.wsu.edu/math/faculty/genz/software/fort77/mvnpack.f * * This file contains a short test program, software for MVN distribution * subroutines SADMVN, RANMVN, KROMVN and SPHMVN, plus supporting software. * The file is self contained and should compile without errors on (77) * standard Fortran compilers. The test program demonstrates the use of * four different methods for computing MVN distribution values for a * five dimensional example problem, with three different integration limit * combinations. * * Alan Genz * Department of Mathematics * Washington State University * Pullman, WA 99164-3113 * Email : alangenz@wsu.edu * * Copyright (C) 2010, Alan Genz, All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided the following conditions are met: * 1. Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * 2. Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * 3. The contributor name(s) may not be used to endorse or promote * products derived from this software without specific prior * written permission. * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, * BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS * OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR * TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF USE * OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. * *