Central
class CentralMVTDistribution(dof: Double, covariances: Array<DoubleArray>, streamNumber: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider) : CentralMVNDistribution(source)
Represents a multi-variate t-distribution with means = 0.0 and the provided covariances. The computed CDF values are to about 2 decimal places using Monte-Carlo integration
Parameters
dof
the degrees of freedom, must be greater than zero
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
Constructors
Link copied to clipboard
constructor(dof: Double, covariances: Array<DoubleArray>, streamNumber: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider)