KSLCore/ksl.utilities.random.rvariable/MVIndependentRV

MVIndependentRV

class MVIndependentRV @JvmOverloads constructor(theDimension: Int, theRandomVariable: RVariableIfc, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null) : MVRVariable(source)

Represents a multi-variate distribution with the specified dimensions. The sampling of each dimension is independent. That is the resulting distribution has independent marginals that are represented by the same distribution as provided by the supplied random variable

The variable samples its own copy of the supplied random variable, which draws from this variable's stream; the supplied variable itself is not used, so sampling one does not move the other. The supplied variable must be able to draw from a stream it is given (see canShareStream).

Parameters

theDimension

the dimension must be at least 2

theRandomVariable

the random variable for the marginals

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

MVIndependentRV

@JvmOverloads

constructor(theDimension: Int, theRandomVariable: RVariableIfc, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)

Properties

dimension

open override val dimension: Int

the expected size of the array from sample()

Functions

generate

protected open override fun generate(array: DoubleArray)

instance

open override fun instance(streamNumber: Int = 0, rnStreamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider): MVRVariableIfc