NormalMultivariate Constructor (RandomGenerator, Int32)

Creates new instance of normal distribution with default settings (0, En).

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

Syntax

public NormalMultivariate(
	RandomGenerator generator,
	int dimensions
)

generator: Type: FinMath.StatisticsRandomGenerator
Base random number generator.
dimensions: Type: SystemInt32
Number of dimensions in distributions.