SSJ  3.2.1
Stochastic Simulation in Java
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Classes
Package umontreal.ssj.randvarmulti

Generating Random Vectors. More...

Classes

class  DirichletGen
 Extends RandomMultivariateGen for a Dirichlet [87]  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 [87] , generated via a Cholesky decomposition of the covariance matrix. More...
 
class  MultinormalGen
 Extends RandomMultivariateGen for a multivariate normal (or multinormal) distribution [87] . More...
 
class  MultinormalPCAGen
 Extends MultinormalGen for a multivariate normal distribution [87] , 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.