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KSLCore
KSLCore
/
ksl.utilities.random.rvariable
/
MVGaussianCopula
/
MVGaussianCopula
MVGaussian
Copula
constructor
(
correlation
:
Array
<
DoubleArray
>
,
stream
:
RNStreamIfc
=
KSLRandom.nextRNStream()
)
Parameters
correlation
the covariance of the random variable
stream
the stream for sampling