Generates a random multinormal vector and calculates its squared Mahalanobis distance from the mean.
Syntax
object.InstantRandomVectorEx (N, X, mean, s_sqrt, MahalanobisD2)
The InstantRandomVectorEx property syntax has the following parts:
Part |
Description |
object |
An object of type AmosRanGen. |
N |
Input of type Integer. Number of elements in the vector. |
X |
Output array of length N, of type Double. The random vector. The first element of X is passed by reference. X must be dimensioned by the caller. |
mean |
Input array of length N, of type Double. The population mean. The first element of mean is passed by reference. |
s_sqrt |
Input array of length N*(N+1)/2, of type Double. The square root of the population covariance matrix. s_sqrt contains the first element of the first row, the first two elements of the second row, and so on. The first element of s_sqrt is passed by reference. |
MahalanobisD2 |
Output of type Double. The squared Mahalanobis distance between X and mean. |
See Also