The following program displays 5 observations from a multivariate normal population with covariance matrix and mean given by
.
The program also displays the squared Mahalanobis distance of each observation from the mean.
Imports System.Diagnostics
Module MainModule
Sub Main()
Dim arand As New AMOSRANDOMLib6.AmosRanGen
Dim Cov(2) As Double
Dim Mean(1) As Double
Cov(0) = 3
Cov(1) = 1
Cov(2) = 2
Mean(0) = 4
Mean(1) = 5
Dim Rank As Integer
Dim sqrdet As Double
Call arand.InstantSqrt(2, Cov(0), Rank, sqrdet)
Dim D2 As Double
Dim rx(1) As Double
Dim i As Long
For i = 1 To 5
Call arand.InstantRandomVectorEx(2, rx(0), Mean(0), Cov(0), D2)
Debug.WriteLine(rx(0) & rx(1) & "D2 = " & D2)
Next
End Sub
End Module