Example usage for Java org.apache.commons.math3.distribution MultivariateNormalDistribution fields, constructors, methods, implement or subclass
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| MultivariateNormalDistribution(RandomGenerator rng, final double[] means, final double[][] covariances) Creates a multivariate normal distribution with the given mean vector and covariance matrix. | |
| MultivariateNormalDistribution(final double[] means, final double[][] covariances) Creates a multivariate normal distribution with the given mean vector and covariance matrix. |
| double | density(final double[] vals) |
| RealMatrix | getCovariances() Gets the covariance matrix. |
| int | getDimension() |
| double[] | getMeans() Gets the mean vector. |
| double[] | getStandardDeviations() Gets the square root of each element on the diagonal of the covariance matrix. |
| void | reseedRandomGenerator(long seed) |
| double[] | sample() |
| double[][] | sample(final int sampleSize) |