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MatrixNormal Constructor (Matrix, Matrix, Matrix)
Creates new instance of MatrixNormal with user specified parameters.

Namespace:  FinMath.Statistics.Distributions
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public MatrixNormal(
	Matrix means,
	Matrix rowCovariance,
	Matrix columnCovariance
)

Parameters

means
Type: FinMath.LinearAlgebraMatrix
Vector of means.
rowCovariance
Type: FinMath.LinearAlgebraMatrix
Row covariance matrix.
columnCovariance
Type: FinMath.LinearAlgebraMatrix
Column covariance matrix.
See Also