CentralMVNDistribution

constructor(covariances: Array<DoubleArray>, streamNumber: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider)(source)

Parameters

covariances

the variance-covariance matrix, must not be null, must be square and positive definite

streamNumber

the random number stream number, defaults to 0, which means the next stream

streamProvider

the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider