BVGaussianCopulaRV

constructor(marginal1: InverseCDFIfc, marginal2: InverseCDFIfc, bvnCorrelation: Double, stream: RNStreamIfc = KSLRandom.nextRNStream())

Parameters

bvnCorrelation

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