broadwick.statistics.distributions

Class MultivariateNormalDistribution

java.lang.Object

broadwick.statistics.distributions.MultivariateNormalDistribution

All Implemented Interfaces:

ContinuousMultivariateDistribution

public class MultivariateNormalDistribution
extends Object
implements ContinuousMultivariateDistribution

Sample from a Multivariate Normal (Gaussian) Distribution, a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. This is a simple wrapper class for the Apache Commons Math multivariate normal library.

References:

• Multivariatenormal Distribution

Field Summary

Fields

Modifier and Type	Field and Description
(package private) org.apache.commons.math3.distribution.MultivariateNormalDistribution	mnd

Constructor Summary

Constructors

Constructor and Description
MultivariateNormalDistribution(double[] means, double[][] covariances) Create a normal distribution with a given mean and standard deviation.

Method Summary

Modifier and Type	Method and Description
Vector	sample() Obtain a sample from the distribution.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

mnd

org.apache.commons.math3.distribution.MultivariateNormalDistribution mnd

Constructor Detail

MultivariateNormalDistribution

public MultivariateNormalDistribution(double[] means,
                                      double[][] covariances)

Create a normal distribution with a given mean and standard deviation.

Parameters:

means - the [mathematical] vector of means.

covariances - the covariance matrix.

Method Detail

sample

public final Vector sample()

Description copied from interface: ContinuousMultivariateDistribution

Obtain a sample from the distribution.

Specified by:

sample in interface ContinuousMultivariateDistribution

Returns:

the sampled value from t he distribution.