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

Class	Description
DirichletGen	Extends RandomMultivariateGen for a Dirichlet distribution.
IIDMultivariateGen	Extends RandomVariateGen 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.