case class NormalVec(mu: VectorD, cov: MatrixD, stream: Int = 0) extends VariateVec with Product with Serializable
The NormalVec class generates Normal (Gaussian) random variate vectors according
to the Multivariate Normal distribution with mean 'mu' and covariance 'cov'.
This continuous RVV models normally distributed multidimensional data.
- mu
the mean vector
- cov
the covariance matrix
- stream
the random number stream
- See also
http://www.statlect.com/mcdnrm1.htm
http://onlinelibrary.wiley.com/doi/10.1111/1467-9639.00037/pdf
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var
_discrete: Boolean
Indicates whether the distribution is discrete or continuous (default)
Indicates whether the distribution is discrete or continuous (default)
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- val cov: MatrixD
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def
discrete: Boolean
Determine whether the distribution is discrete or continuous.
Determine whether the distribution is discrete or continuous.
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def
flaw(method: String, message: String): Unit
Show the flaw by printing the error message.
Show the flaw by printing the error message.
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the method where the error occurred
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the error message
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def
gen: VectorD
Determine the next random double vector for the particular distribution.
Determine the next random double vector for the particular distribution.
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- NormalVec → VariateVec
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final
def
getClass(): Class[_]
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def
igen: VectorI
Determine the next random integer vector for the particular distribution.
Determine the next random integer vector for the particular distribution. It is only valid for discrete random variates.
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- NormalVec → VariateVec
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def
mean: VectorD
Compute the vector mean for the particular distribution.
Compute the vector mean for the particular distribution.
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- NormalVec → VariateVec
- val mu: VectorD
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ne(arg0: AnyRef): Boolean
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notify(): Unit
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def
pf(z: VectorD): Double
Compute the probability function (pf): The probability density function (pdf) for continuous RVV's or the probability mass function (pmf) for discrete RVV's.
Compute the probability function (pf): The probability density function (pdf) for continuous RVV's or the probability mass function (pmf) for discrete RVV's.
- z
the mass point/vector whose probability is sought
- Definition Classes
- NormalVec → VariateVec
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val
r: Random
Random number stream selected by the stream number
Random number stream selected by the stream number
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- VariateVec
- val stream: Int
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