NormalMultivariate Constructor (RandomGenerator, Vector, 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
SyntaxC#
public NormalMultivariate( RandomGenerator generator, Vector means, Matrix covariance )
Parameters
- generator
- Type: FinMath.StatisticsRandomGenerator
Base random number generator. - means
- Type: FinMath.LinearAlgebraVector
Vector of means. - covariance
- Type: FinMath.LinearAlgebraMatrix
Covariance matrix.
See Also