MatrixNormalSample Method (Matrix, Matrix, Matrix)

Static method which generates sample of matrix normal distribution with user specified generator and parameters.

Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public static Matrix Sample(
	Matrix means,
	Matrix rowCovariance,
	Matrix columnCovariance
)

means: Type: FinMath.LinearAlgebraMatrix
Matrix of means.
rowCovariance: Type: FinMath.LinearAlgebraMatrix
Row covariance matrix.
columnCovariance: Type: FinMath.LinearAlgebraMatrix
Column covariance matrix.

Type: Matrix
One random vector.

MatrixNormalAddLanguageSpecificTextSet("LST4DAAB2DE_0?cpp=::|nu=.");Sample Method (Matrix, Matrix, Matrix)