NormalMultivariateSample Method (Vector, Matrix) |
Static method which generates sample of multivariate normal distribution with user specified generator and parameters.
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public static Vector Sample( Vector means, Matrix covariance )
Parameters
- means
- Type: FinMath.LinearAlgebraVector
Vector of means. - covariance
- Type: FinMath.LinearAlgebraMatrix
Covariance matrix.
Return Value
Type: VectorOne random vector.
See Also