Central
open class CentralMVNDistribution(covariances: Array<DoubleArray>, streamNumber: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider) : MVCDF(source)
Represents a multi-variate normal distribution with means = 0.0 and the provided covariances. The computed CDF values are to about 2 decimal places using Monte-Carlo integration. There are more efficient and accurate methods to do this computation than done here.
Parameters
covariances
the variance-covariance matrix, must not be null, must be square and positive definite
stream
the random number stream number, defaults to 0, which means the next stream
stream
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider
Inheritors
Constructors
Link copied to clipboard
constructor(covariances: Array<DoubleArray>, streamNumber: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider)