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MatrixNormalSample Method (RandomGenerator, Matrix, Matrix, Matrix)

Static method which generates sample of matrix normal distribution with user specified generator and parameters.

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

Parameters

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.

Return Value

Type: Matrix
One random vector.
See Also