createRV

fun createRV(means: DoubleArray, stdDevs: DoubleArray, correlation: Array<DoubleArray>, streamNumber: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null): MVNormalRV(source)

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

streamNumber

the number of the stream requested from the provider

streamProvider

the provider of the stream

name

the name of the random variable, or null