BivariateNormalRV

class BivariateNormalRV @JvmOverloads constructor(val mean1: Double = 0.0, val v1: Double = 1.0, val mean2: Double = 0.0, val v2: Double = 1.0, val corr: Double = 0.0, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null) : MVRVariable(source)

Allows for the generation of bi-variate normal random variables Constructs a bi-variate normal with the provided parameters

mean1

mean of first coordinate

variance of first coordinate

mean2

mean of 2nd coordinate

variance of 2nd coordinate

corr

correlation between X1 and X2

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

constructor(mean1: Double = 0.0, v1: Double = 1.0, mean2: Double = 0.0, v2: Double = 1.0, corr: Double = 0.0, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)

val corr: Double = 0.0

open override val dimension: Int

the expected size of the array from sample()

val mean1: Double = 0.0

val mean2: Double = 0.0

val v1: Double = 1.0

val v2: Double = 1.0

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

open override fun toString(): String