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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  1. NormalVec
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. VariateVec
  7. Error
  8. AnyRef
  9. Any
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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. val cov: MatrixD
  2. def discrete: Boolean

    Determine whether the distribution is discrete or continuous.

    Determine whether the distribution is discrete or continuous.

    Definition Classes
    VariateVec
  3. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  4. 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
  5. 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
  6. def mean: VectoD

    Compute the vector mean for the particular distribution.

    Compute the vector mean for the particular distribution.

    Definition Classes
    NormalVecVariateVec
  7. val mu: VectoD
  8. 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
  9. val stream: Int