Stochastic Simulation in Java

Generating Random Vectors. More...
Classes  
class  DirichletGen 
Extends RandomMultivariateGen for a Dirichlet [96] distribution. More...  
class  IIDMultivariateGen 
Extends RandomMultivariateGen for a vector of independent identically distributed (i.i.d.) random variables. More...  
class  MultinormalCholeskyGen 
Extends MultinormalGen for a multivariate normal distribution [96] , generated via a Cholesky decomposition of the covariance matrix. More...  
class  MultinormalGen 
Extends RandomMultivariateGen for a multivariate normal (or multinormal) distribution [96] . More...  
class  MultinormalPCAGen 
Extends MultinormalGen for a multivariate normal distribution [96] , generated via the method of principal components analysis (PCA) of the covariance matrix. More...  
class  RandomMultivariateGen 
This class is the multivariate counterpart of umontreal.ssj.randvar.RandomVariateGen. More...  
Generating Random Vectors.
This package provides a collection of classes for nonuniform random variate generation, very similar to randvar
, but for multivariate distributions.