Uses of Class
com.numericalmethod.suanshu.stats.random.rng.multivariate.NormalRVG

Packages that use NormalRVG

Package	Description
com.numericalmethod.suanshu.stats.dlm.multivariate

Uses of NormalRVG in com.numericalmethod.suanshu.stats.dlm.multivariate

Constructors in com.numericalmethod.suanshu.stats.dlm.multivariate with parameters of type NormalRVG

Constructor and Description
MultivariateDLMSeries(int T, MultivariateDLM model, MultivariateIntTimeTimeSeries Ut, NormalRVG rmvnorm) Simulate a multivariate controlled dynamic linear model process.
MultivariateDLMSim(MultivariateDLM model, NormalRVG rmvnorm) Simulates a multivariate controlled dynamic linear model process.
MultivariateObservationEquation(Matrix F, Matrix V, NormalRVG rmvnorm) Constructs a time-invariant an observation equation.
MultivariateObservationEquation(R1toMatrix F, R1toMatrix V, NormalRVG rmvnorm) Constructs an observation equation.
MultivariateStateEquation(Matrix G, Matrix H, Matrix W, NormalRVG rmvnorm) Constructs a time-invariant state equation.
MultivariateStateEquation(R1toMatrix G, R1toMatrix H, R1toMatrix W, NormalRVG rmvnorm) Constructs a state equation.