NormalMultivariateSample Method (RandomGenerator, 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

Syntax

public static Vector Sample(
	RandomGenerator generator,
	Vector means,
	Matrix covariance
)

generator: Type: FinMath.StatisticsRandomGenerator
Base random number generator.
means: Type: FinMath.LinearAlgebraVector
Vector of means.
covariance: Type: FinMath.LinearAlgebraMatrix
Covariance matrix.

Type: Vector
One random vector.

NormalMultivariateAddLanguageSpecificTextSet("LST59D471E9_0?cpp=::|nu=.");Sample Method (RandomGenerator, Vector, Matrix)