BVGaussian Copula
constructor(bvnCorrelation: Double, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)
Parameters
bvn Correlation
is the correlation of the bivariate normal random variable. The resulting correlation for (u_1, u_2) may not match this supplied correlation.
stream Num
the random number stream number, defaults to 0, which means the next stream
stream Provider
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider
name
an optional name