BVGaussianCopulaRV

constructor(marginal1: InverseCDFIfc, marginal2: InverseCDFIfc, bvnCorrelation: Double, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)

Parameters

bvnCorrelation

is the correlation of the bivariate Gaussian copula. The resulting correlation for (x_1, x_2) may not match this supplied correlation.

streamNum

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

streamProvider

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

name

an optional name