KSLCore/ksl.utilities.random.rvariable/BVGaussianCopula/BVGaussianCopula

BVGaussianCopula

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

Parameters

bvnCorrelation

is the correlation of the bivariate normal random variable. The resulting correlation for (u_1, u_2) may not match this supplied correlation.