Package com.numericalmethod.suanshu.stats.random.multivariate

Interface Summary

RandomVectorGenerator

A (pseudo) multivariate random number generator samples a random vector from a multivariate distribution.

Class Summary

Gaussian	This class generates multivariate Normal random numbers by implementing the "Best Approximation of Indefinite Matrices" in the reference.
IID	Generate a random vector of which the elements are i.i.d. drawn from the same distribution.
Multinomial	This class generate random vectors from a multinomial distribution.