{"id":26554019,"url":"https://github.com/beliavsky/multivariate-normal-random-deviates","last_synced_at":"2026-02-22T00:39:55.963Z","repository":{"id":278669615,"uuid":"936391161","full_name":"Beliavsky/Multivariate-Normal-Random-Deviates","owner":"Beliavsky","description":"Generate multivariate normal random deviates in Fortran","archived":false,"fork":false,"pushed_at":"2025-02-21T02:38:33.000Z","size":12,"stargazers_count":0,"open_issues_count":1,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-10-24T07:49:43.253Z","etag":null,"topics":["multivariate-normal-distribution","normal-distribution","random","rng","simulation","statistics"],"latest_commit_sha":null,"homepage":"","language":"Fortran","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/Beliavsky.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2025-02-21T02:13:20.000Z","updated_at":"2025-02-21T02:38:36.000Z","dependencies_parsed_at":"2025-02-21T03:36:44.530Z","dependency_job_id":null,"html_url":"https://github.com/Beliavsky/Multivariate-Normal-Random-Deviates","commit_stats":null,"previous_names":["beliavsky/multivariate-normal-random-deviates"],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/Beliavsky/Multivariate-Normal-Random-Deviates","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Beliavsky%2FMultivariate-Normal-Random-Deviates","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Beliavsky%2FMultivariate-Normal-Random-Deviates/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Beliavsky%2FMultivariate-Normal-Random-Deviates/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Beliavsky%2FMultivariate-Normal-Random-Deviates/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/Beliavsky","download_url":"https://codeload.github.com/Beliavsky/Multivariate-Normal-Random-Deviates/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Beliavsky%2FMultivariate-Normal-Random-Deviates/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":29701078,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-02-21T23:35:04.139Z","status":"ssl_error","status_checked_at":"2026-02-21T23:35:03.832Z","response_time":107,"last_error":"SSL_connect returned=1 errno=0 peeraddr=140.82.121.5:443 state=error: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["multivariate-normal-distribution","normal-distribution","random","rng","simulation","statistics"],"created_at":"2025-03-22T09:38:46.980Z","updated_at":"2026-02-22T00:39:55.947Z","avatar_url":"https://github.com/Beliavsky.png","language":"Fortran","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Multivariate Normal Random Deviates\n\nMultiplies uncorrelated normal deviates by a Cholesky factor of the covariance matrix to generate \nmultivariate normal deviates with a specified covariance matrix. Sample output:\n```\n #obs:     1000000\n\ntrue means and standard deviations\nVariable  1: Mean =  -5.00000000, StdDev =  10.00000000\nVariable  2: Mean =   0.00000000, StdDev =  20.00000000\nVariable  3: Mean =   5.00000000, StdDev =  30.00000000\n\nempirical means and standard deviations\nVariable  1: Mean =  -4.99696615, StdDev =   9.99908359\nVariable  2: Mean =   0.00859363, StdDev =  19.99599058\nVariable  3: Mean =   5.00536297, StdDev =  30.01204086\n\ntrue correlation matrix:\n    1.000000    0.500000    0.300000\n    0.500000    1.000000    0.400000\n    0.300000    0.400000    1.000000\n\nempirical correlation matrix:\n    1.000000    0.499548    0.299604\n    0.499548    1.000000    0.400492\n    0.299604    0.400492    1.000000\n\nmaxval(abs(xcorr - emp_corr)):     0.000492\n\nempirical means and standard deviations\nVariable  1: Mean =  -0.01287349, StdDev =   9.99949712\nVariable  2: Mean =   0.00482072, StdDev =  20.00958772\nVariable  3: Mean =  -0.02900624, StdDev =  30.02427445\n\nempirical correlation matrix:\n    1.000000    0.500036    0.299948\n    0.500036    1.000000    0.400134\n    0.299948    0.400134    1.000000\n\nmaxval(abs(xcorr - emp_corr)):     0.000134\n```\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fbeliavsky%2Fmultivariate-normal-random-deviates","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fbeliavsky%2Fmultivariate-normal-random-deviates","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fbeliavsky%2Fmultivariate-normal-random-deviates/lists"}