KSLCore/ksl.utilities.random.rvariable/BVGaussianCopula

BVGaussianCopula

class BVGaussianCopula @JvmOverloads constructor(val bvnCorrelation: Double, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null) : MVRVariable(source)

Generates a bivariate Gaussian copula. (u_1, u_2)

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.

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

Constructors

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

Properties

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open override val dimension: Int

the expected size of the array from sample()

Functions

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open override fun instance(streamNumber: Int, rnStreamProvider: RNStreamProviderIfc): MVRVariableIfc