MVNormalRV

constructor(means: DoubleArray, covariances: Array<DoubleArray>, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)(source)

Parameters

means

the desired mean of the random variable, must not be null

covariances

the covariance of the random variable

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