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

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

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

Properties

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open override val dimension: Int

the expected size of the array from sample()

Functions

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