SSJ
V. 2.0.

Package umontreal.iro.lecuyer.randvarmulti

This package provides a collection of classes for non-uniform random variate generation, very similar to randvar, but for multivariate distributions.

See:
          Description

Class Summary
DirichletGen Extends RandomMultivariateGen for a Dirichlet distribution.
MultinormalCholeskyGen Extends RandomMultivariateGen for a multivariate normal (or multinormal) distribution, generated via a Cholesky decomposition of the covariance matrix.
MultiNormalGen THIS CLASS HAS BEEN RENAMED MultinormalCholeskyGen AND IS NOW DEPRECATED.
RandomMultivariateGen This class is the multivariate counterpart of RandomVariateGen.
RandomMultiVariateGen THIS CLASS HAS BEEN RENAMED RandomMultivariateGen AND IS NOW DEPRECATED.
 

Package umontreal.iro.lecuyer.randvarmulti Description

This package provides a collection of classes for non-uniform random variate generation, very similar to randvar, but for multivariate distributions.


SSJ
V. 2.0.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.