Package umontreal.iro.lecuyer.randvarmulti

Class Summary
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.
 



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