MVGaussian
constructor(marginals: List<InverseCDFIfc>, correlation: Array<DoubleArray>, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)
Parameters
marginals
the marginals for each dimension
correlation
the correlation between the marginals
stream
the random number stream number, defaults to 0, which means the next stream
stream
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider
name
an optional name