scalation/scalation/scalation.random/NormalVec

NormalVec

scalation.random.NormalVec

case class NormalVec(mu: VectorD, cov: MatrixD, stream: Int) extends VariateVec

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.

Value parameters

cov: the covariance matrix
mu: the mean vector
stream: the random number stream

Attributes

See also: http://onlinelibrary.wiley.com/doi/10.1111/1467-9639.00037/pdf

http://www.statlect.com/mcdnrm1.htm
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Supertypes: trait Serializable

trait Product

trait Equals

class VariateVec

class Object

trait Matchable

class Any
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Members list

Value members

Concrete methods

Determine the next random double vector for the particular distribution.

Attributes

Determine the next random integer vector for the particular distribution. It is only valid for discrete random variates.

Attributes

Compute the vector mean for the particular distribution.

Attributes

Compute the probability function (pf): The probability density function (pdf) for continuous RVV's or the probability mass function (pmf) for discrete RVV's.

Value parameters

z: the mass point/vector whose probability is sought

Attributes

Inherited methods

Determine whether the distribution is discrete or continuous.

Attributes

Inherited from:: VariateVec

Attributes

Inherited from:: Product

Attributes

Inherited from:: Product

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