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java.lang.Objectumontreal.iro.lecuyer.randvarmulti.RandomMultivariateGen
umontreal.iro.lecuyer.randvarmulti.MultinormalGen
public class MultinormalGen
Extends RandomMultivariateGen for a
multivariate normal (or multinormal) distribution.
The d-dimensional multivariate normal distribution
with mean vector
μ∈Rd and (symmetric positive-definite)
covariance matrix
Σ, denoted
N(μ, Σ), has density
For the special case d = 2, if the random vector X = (X1, X2)t has a bivariate normal distribution, then it has mean μ = (μ1, μ2)t, and covariance matrix
]
| Constructor Summary | |
|---|---|
MultinormalGen(NormalGen gen1,
int d)
Constructs a generator with the standard multinormal distribution (with μ = 0 and Σ = I) in d dimensions. |
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| Method Summary | |
|---|---|
double[] |
getMu()
Returns the mean vector used by this generator. |
double |
getMu(int i)
Returns the i-th component of the mean vector for this generator. |
DoubleMatrix2D |
getSigma()
Returns the covariance matrix Σ used by this generator. |
void |
nextPoint(double[] p)
Generates a point from this multinormal distribution. |
void |
setMu(double[] mu)
Sets the mean vector to mu. |
void |
setMu(int i,
double mui)
Sets the i-th component of the mean vector to mui. |
| Methods inherited from class umontreal.iro.lecuyer.randvarmulti.RandomMultivariateGen |
|---|
getDimension, getStream, nextArrayOfPoints, setStream |
| Methods inherited from class java.lang.Object |
|---|
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Constructor Detail |
|---|
public MultinormalGen(NormalGen gen1,
int d)
gen1 - the one-dimensional generatord - the dimension of the generated vectors
IllegalArgumentException - if the one-dimensional normal
generator uses a normal distribution with μ not equal to 0, or
σ not equal to 1.
IllegalArgumentException - if d
is negative.
NullPointerException - if gen1 is null.| Method Detail |
|---|
public double[] getMu()
public double getMu(int i)
i - the index of the required component.
ArrayIndexOutOfBoundsException - if
i is negative or greater than or equal to getDimension.public void setMu(double[] mu)
mu - the new mean vector.
NullPointerException - if mu is null.
IllegalArgumentException - if the length of mu
does not correspond to getDimension.
public void setMu(int i,
double mui)
i - the index of the modified component.mui - the new value of μi.
ArrayIndexOutOfBoundsException - if i
is negative or greater than or equal to getDimension.public DoubleMatrix2D getSigma()
public void nextPoint(double[] p)
nextPoint in class RandomMultivariateGenp - the array to be filled with the generated point
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