Package umontreal.iro.lecuyer.randvarmulti

Class Summary

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