Class CovarianceRandomDraw_DDRM


public class CovarianceRandomDraw_DDRM
extends Object
Generates random vectors based on a zero mean multivariate Gaussian distribution. The covariance matrix is provided in the constructor.
  • Constructor Details

    • CovarianceRandomDraw_DDRM

      public CovarianceRandomDraw_DDRM​(Random rand, DMatrixRMaj cov)
      Creates a random distribution with the specified mean and covariance. The references to the variables are not saved, their value are copied.
      rand - Used to create the random numbers for the draw. Reference is saved.
      cov - The covariance of the distribution. Not modified.
  • Method Details

    • next

      public void next​(DMatrixRMaj x)
      Makes a draw on the distribution. The results are added to parameter 'x'
    • computeLikelihoodP

      public double computeLikelihoodP()
      Computes the likelihood of the random draw
      The likelihood.