Packages

c

scalation.random

NormalVec

case class NormalVec(mu: VectoD, 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://onlinelibrary.wiley.com/doi/10.1111/1467-9639.00037/pdf

http://www.statlect.com/mcdnrm1.htm

Linear Supertypes
Serializable, Serializable, Product, Equals, VariateVec, Error, AnyRef, Any
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Inherited
  1. NormalVec
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. VariateVec
  7. Error
  8. AnyRef
  9. Any
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new NormalVec(mu: VectoD, cov: MatrixD, stream: Int = 0)

    mu

    the mean vector

    cov

    the covariance matrix

    stream

    the random number stream

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. var _discrete: Boolean

    Indicates whether the distribution is discrete or continuous (default)

    Indicates whether the distribution is discrete or continuous (default)

    Attributes
    protected
    Definition Classes
    VariateVec
  5. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  6. def clone(): AnyRef
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... ) @native() @HotSpotIntrinsicCandidate()
  7. val cov: MatrixD
  8. def discrete: Boolean

    Determine whether the distribution is discrete or continuous.

    Determine whether the distribution is discrete or continuous.

    Definition Classes
    VariateVec
  9. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  10. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  11. def gen: VectoD

    Determine the next random double vector for the particular distribution.

    Determine the next random double vector for the particular distribution.

    Definition Classes
    NormalVecVariateVec
  12. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  13. def igen: VectoI

    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.

    Definition Classes
    NormalVecVariateVec
  14. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  15. def mean: VectoD

    Compute the vector mean for the particular distribution.

    Compute the vector mean for the particular distribution.

    Definition Classes
    NormalVecVariateVec
  16. val mu: VectoD
  17. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  18. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  19. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  20. def pf(z: VectoD): 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
    NormalVecVariateVec
  21. val r: Random

    Random number stream selected by the stream number

    Random number stream selected by the stream number

    Attributes
    protected
    Definition Classes
    VariateVec
  22. val stream: Int
  23. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  24. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  25. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... ) @native()
  26. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Deprecated Value Members

  1. def finalize(): Unit
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] ) @Deprecated
    Deprecated

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from VariateVec

Inherited from Error

Inherited from AnyRef

Inherited from Any

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