createRV

fun createRV(means: DoubleArray, stdDevs: DoubleArray, correlation: Array<DoubleArray>, stream: RNStreamIfc = KSLRandom.nextRNStream()): MVNormalRV

Return

the created multi-variate normal

Parameters

means

the means for the distribution

stdDevs

an array holding the standard deviations

correlation

the correlation matrix as an array

stream

the source for randomness