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)
Seedable
public double[] nextVector()
RandomVectorGenerator
nextVector
in interface RandomVectorGenerator
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