Uses of Class
com.imsl.math.Cholesky
Packages that use Cholesky
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Uses of Cholesky in com.imsl.stat
Methods in com.imsl.stat with parameters of type CholeskyModifier and TypeMethodDescriptiondouble[]Random.nextGaussianCopula(int k, Cholesky chol) Deprecated.double[]Random.nextGaussianCopula(Cholesky chol) Generate pseudorandom numbers from a Gaussian Copula distribution.double[]Random.nextMultivariateNormal(int k, Cholesky matrix) Deprecated.UseRandom.nextMultivariateNormal(Cholesky)instead.double[]Random.nextMultivariateNormal(Cholesky matrix) Generate pseudorandom numbers from a multivariate normal distribution.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.UseRandom.nextStudentsTCopula(double, Cholesky)instead.
Random.nextGaussianCopula(Cholesky)instead.