BVGaussian
Uses a bivariate Gaussian copula to produce (u_1, u_2) and uses the generated (u_1, u_2) to generate (x_1, x_2) where x_1 is from marginal1 and x_2 is from marginal2. The joint distribution of (x_1, x_2) will have a correlation structure implied by the underlying bivariate Gaussian copula.
Parameters
is the correlation of the bivariate Gaussian copula. The resulting correlation for (x_1, x_2) may not match this supplied correlation.
Constructors
Properties
If true, the stream will automatically participate in having its stream advanced to the next sub-stream via stream managers
Tells the stream to start producing antithetic variates
The last (previous) randomly generated value. This value does not change until the next randomly generated value is obtained
If true, the stream will automatically participate in having its stream reset to its start stream via stream managers
rnStream provides a reference to the underlying stream of random numbers
The randomly generated values. Each access to value will result in a new sample
Functions
Positions the RNG at the beginning of its next substream
The last (previous) randomly generated value. This value does not change until the next randomly generated value is obtained
The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized.
Resets the position of the RNG at the start of the current substream
Fills the supplied array with a sample of values. This method avoids the creation of a new array. The size of the array must match dimension
Fills the supplied array of arrays with randomly generated samples
Generates a list holding the randomly generated arrays of the given dimension. Thus, the elements of the list are the arrays holding the sampled values.
Generates a sample by columns of values. The returned array will hold arrays of values, with each element being an array of size sampleSize. That is a 2-D array with nRows = dimension and nColumns = sample size
Assigns the stream associated with the supplied number from the default RNStreamProvider
The randomly generated values. Each call to value() will result in a new sample