create
fun createStandardMVN(correlation: Array<DoubleArray>, streamNumber: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null): MVNormalRV(source)
Creates a standard MVN with means 0.0 and variances 1.0, with the supplied correlation matrix.
Return
the created multi-variate normal
Parameters
correlation
the correlation matrix as an array
stream
the number of the stream requested from the provider
stream
the provider of the stream
name
the name of the random variable, or null