NormalMultivariate Constructor (Vector, Matrix) |
Creates new instance of NormalMultivariate with user specified parameters.
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public NormalMultivariate( Vector means, Matrix covariance )
Parameters
- means
- Type: FinMath.LinearAlgebraVector
Vector of means. - covariance
- Type: FinMath.LinearAlgebraMatrix
Covariance matrix.
See Also