VectorRandom Method (CVDistribution) |
Creates the vector that is a sample of given mutlivariate distribution.
Namespace: FinMath.LinearAlgebra
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public static Vector Random( CVDistribution distribution )
Parameters
- distribution
- Type: FinMath.Statistics.DistributionsCVDistribution
The multivaritate distribution.
Return Value
Type: VectorA sample of the distribution.
See Also