Central MVNDistribution
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
stream Number
the random number stream number, defaults to 0, which means the next stream
stream Provider
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider