Package | Description |
---|---|
com.imsl.stat |
Statistical methods.
|
Modifier and Type | Method and Description |
---|---|
double[] |
Random.nextGaussianCopula(Cholesky chol)
Generate pseudorandom numbers from a Gaussian Copula distribution.
|
double[] |
Random.nextGaussianCopula(int k,
Cholesky chol)
Deprecated.
Use
Random.nextGaussianCopula(Cholesky) instead. |
double[] |
Random.nextMultivariateNormal(Cholesky matrix)
Generate pseudorandom numbers from a multivariate normal distribution.
|
double[] |
Random.nextMultivariateNormal(int k,
Cholesky matrix)
Deprecated.
Use
Random.nextMultivariateNormal(Cholesky) instead. |
double[] |
Random.nextStudentsTCopula(double df,
Cholesky chol)
Generate pseudorandom numbers from a Student's t Copula distribution.
|
double[] |
Random.nextStudentsTCopula(int k,
double df,
Cholesky chol)
Deprecated.
Use
Random.nextStudentsTCopula(double, Cholesky) instead. |
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