MVIndependent Marginals
class MVIndependentMarginals @JvmOverloads constructor(marginals: List<RVariableIfc>, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null) : MVRVariable(source)
Represents a multi-variate distribution with the specified marginals The sampling of each marginal random variable is independent. That is the resulting distribution has independent marginals. The supplied marginals may be the same distribution or not. If they are all the same, then use MVIndependentRV instead. All the random variables will share the same stream. The sampling ensures that is the sampling is consecutive within the stream and thus independent.
Parameters
marginals
must have at least 2 supplied marginals
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
Constructors
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constructor(marginals: List<RVariableIfc>, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)
Properties
Functions
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open override fun instance(streamNumber: Int, rnStreamProvider: RNStreamProviderIfc): MVIndependentMarginals