Package umontreal.ssj.randvarmulti

Generating Random Vectors. More...

Classes
class	DirichletGen
	Extends RandomMultivariateGen for a Dirichlet [98]  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 [98] , generated via a Cholesky decomposition of the covariance matrix. More...
class	MultinormalGen
	Extends RandomMultivariateGen for a multivariate normal (or multinormal) distribution [98] . More...
class	MultinormalPCAGen
	Extends MultinormalGen for a multivariate normal distribution [98] , 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...

Detailed Description

Generating Random Vectors.

This package provides a collection of classes for non-uniform random variate generation, very similar to randvar, but for multivariate distributions.