27 June 2013 02:45:29 PM

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        -6.01891      -0.0356343         5.34931               0
     1          -5.788      -0.0103022         5.77469               0
     2        -5.93077      -0.0251262         6.63233               0
     3        -6.83569     -0.00708427         8.33432               0
     4        -7.23793      -0.0325624         7.43506               0

  Sample covariance:

  Col:          0             1             2             3             4       
  Row

    0:      2.01872      0.939124      0.976234       1.01006       1.05973  
    1:     0.939124       1.83905      0.378434      0.371208      0.394085  
    2:     0.976234      0.378434       2.79022       0.27781      0.309622  
    3:      1.01006      0.371208       0.27781       3.77969      0.185777  
    4:      1.05973      0.394085      0.309622      0.185777       4.61345  

  PDF covariance:

  Col:          0             1             2             3             4       
  Row

    0:            1           0.5           0.5           0.5           0.5  
    1:          0.5             2           0.5           0.5           0.5  
    2:          0.5           0.5             3           0.5           0.5  
    3:          0.5           0.5           0.5             4           0.5  
    4:          0.5           0.5           0.5           0.5             5  

PROBLEM1_MAIN:
  Normal end of execution.

27 June 2013 02:45:29 PM