R1.2.2

KSLCore/ksl.utilities.random.rvariable/MVNormalRV

MVNormalRV

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

Generations multi-dimensional normal random variates

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

Constructors

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

Types

object Companion

Properties

choleskyDecomposition

val choleskyDecomposition: Array<DoubleArray>

val correlations: Array<DoubleArray>

val covariances: Array<DoubleArray>

open override val dimension: Int

the expected size of the array from sample()

val means: DoubleArray

Functions

open override fun instance(streamNumber: Int, rnStreamProvider: RNStreamProviderIfc): MVNormalRV

open override fun toString(): String