MatrixNormal Constructor (RandomGenerator, Matrix, Matrix, Matrix)

Creates new instance of with user specified generator and parameters.

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

Syntax

public MatrixNormal(
	RandomGenerator generator,
	Matrix means,
	Matrix rowCovariance,
	Matrix columnCovariance
)

generator: Type: FinMath.StatisticsRandomGenerator
Base random number generator.
means: Type: FinMath.LinearAlgebraMatrix
Matrix of means.
rowCovariance: Type: FinMath.LinearAlgebraMatrix
Row covariance matrix.
columnCovariance: Type: FinMath.LinearAlgebraMatrix
Column covariance matrix.