SSJ
V. 2.6.

Package umontreal.iro.lecuyer.randvarmulti

This package provides a collection of classes for non-uniform random variate generation, very similar to randvar, but for multivariate distributions.

See:
          Description

Class Summary
DirichletGen Extends RandomMultivariateGen for a Dirichlet distribution.
IIDMultivariateGen Extends RandomMultivariateGen for a vector of independent identically distributed (i.i.d.) random variables.
MultinormalCholeskyGen Extends MultinormalGen for a multivariate normal distribution, generated via a Cholesky decomposition of the covariance matrix.
MultinormalGen Extends RandomMultivariateGen for a multivariate normal (or multinormal) distribution.
MultinormalPCAGen Extends MultinormalGen for a multivariate normal distribution, generated via the method of principal components analysis (PCA) of the covariance matrix.
RandomMultivariateGen This class is the multivariate counterpart of RandomVariateGen.
 

Package umontreal.iro.lecuyer.randvarmulti Description

This package provides a collection of classes for non-uniform random variate generation, very similar to randvar, but for multivariate distributions.


SSJ
V. 2.6.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.