Overview | Package | Class | Tree | Deprecated | Index | Help
| SSJ V. 2.1.1.
PREV PACKAGE NEXT PACKAGE | FRAMES NO FRAMES

## 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
DirichletGen | Extends `RandomMultivariateGen` for a Dirichlet distribution.
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.
MultiNormalGen | Deprecated.
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.

Overview | Package | Class | Tree | Deprecated | Index | Help
| SSJ V. 2.1.1.
PREV PACKAGE NEXT PACKAGE | FRAMES NO FRAMES

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.