Example usage for Java org.apache.commons.math3.random CorrelatedRandomVectorGenerator fields, constructors, methods, implement or subclass
The text is from its open source code.
CorrelatedRandomVectorGenerator(double[] mean, RealMatrix covariance, double small, NormalizedRandomGenerator generator) Builds a correlated random vector generator from its mean vector and covariance matrix. |
double[] | nextVector() Generate a correlated random vector. |