Package umontreal.ssj.randvarmulti

Generating Random Vectors. More...

Classes
class	DirichletGen
	Extends RandomMultivariateGen for a Dirichlet. 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. More...
class	MultinormalGen
	Extends RandomMultivariateGen for a multivariate normal (or multinormal) distribution [94] . More...
class	MultinormalPCAGen
	Extends MultinormalGen for a multivariate normal distribution. More...
class	RandomMultivariateGen
	This class is the multivariate counterpart of. 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.