Gaussian

D01BAF   One-dimensional Gaussian quadrature
D01BBF   Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
D01BCF   Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
D01FBF   Multi-dimensional Gaussian quadrature over hyper-rectangle
G05RAF   Generates a matrix of random numbers from a Gaussian Copula, seeds and generator passed explicitly
G10BAF   Kernel density estimate using Gaussian kernel

NAG Fortran Library
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© The Numerical Algorithms Group Ltd, Oxford UK. 2004