public class NormalRVG extends Object implements RandomVectorGenerator
rmvnorm in package mvtnorm.| Constructor and Description |
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NormalRVG(int dim)
Constructs a standard multivariate Normal random vector generator.
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NormalRVG(Vector mu,
Matrix sigma)
Constructs a multivariate Normal random vector generator.
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NormalRVG(Vector mu,
Matrix sigma,
double epsilon,
RandomStandardNormalGenerator rnorm)
Constructs a multivariate Normal random vector generator.
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NormalRVG(Vector mu,
Matrix sigma,
RandomStandardNormalGenerator rnorm)
Constructs a multivariate Normal random vector generator.
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| Modifier and Type | Method and Description |
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double[] |
nextVector()
Get the next random vector.
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void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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public NormalRVG(Vector mu, Matrix sigma, double epsilon, RandomStandardNormalGenerator rnorm)
mu - the meansigma - the covariance matrixepsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0rnorm - a random standard Normal number generatorpublic NormalRVG(Vector mu, Matrix sigma, RandomStandardNormalGenerator rnorm)
mu - the meansigma - the covariance matrixrnorm - a random standard Normal number generatorpublic NormalRVG(Vector mu, Matrix sigma)
mu - the meansigma - the covariance matrixpublic NormalRVG(int dim)
dim - the dimensionpublic void seed(long... seeds)
Seedablepublic double[] nextVector()
RandomVectorGeneratornextVector in interface RandomVectorGeneratorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.