MatrixRandom Method (CMDistribution)

Creates rectangular matrix with elements which are samples from the specified matrix-variate distribution. Matrix size determined by distribution.

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

Syntax

public static Matrix Random(
	CMDistribution distribution
)

distribution: Type: FinMath.Statistics.DistributionsCMDistribution
Continuous multivariate distribution.

Type: Matrix
The created matrix.

MatrixAddLanguageSpecificTextSet("LSTABA918BD_0?cpp=::|nu=.");Random Method (CMDistribution)