I am trying to use the MultinormalDistribution
code with the Quantile
function to get the 0.01 quartile of the multinormal distribution function with a certain mean and covariance as the following:
Quantile[MultinormalDistribution[0, Covariance[{rc1, rc2, rc3, rc4}]], 0.01]
Here, rc1
, rc2
, rc3
, rc4
are any arbitrary list of numbers.
However, this code does not seem to give any results but just a repetition of its own self. (i.e. the result is Quantile[MultinormalDistribution[0, Covariance[{rc1, rc2, rc3, rc4}]], 0.01]
)
I would appreciate if I could get some help on this if possible. Thank you.