Gets a random multivariate normal vector where the mean vector and the square root of the covariance matrix are specified.
Syntax
object.InstantRandomVector (N, X, mean, s_sqrt)
The InstantRandomVector 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. |
See Also