create
fun createStandardMVN(correlation: Array<DoubleArray>, stream: RNStreamIfc = KSLRandom.nextRNStream()): MVNormalRV
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 source for randomness