MNormal Class Reference

A class that generates multivariate normal (Gaussian) deviates with given covariance matrix and vector of means. More...

#include <MNormal.h>

Inheritance diagram for MNormal::

List of all members.

Public Methods
	MNormal ()
	Empty constructor.
	MNormal (RNG *gen, DoubleVector &mean_vec, DoubleMatrix &covariance)
	Constructor with matrix of covariances.
	MNormal (RNG *gen, DoubleVector &mean_vec, DoubleVector &covariance)
	Constructor with vector of diagonal covariance matrix.
	MNormal (RNG *gen, DoubleVector &mean_vec, double covariance)
	Constructor with constant diagonal covariance matrix.
int	set (DoubleVector &mean_vec, DoubleMatrix &covariance)
	Set the means and the matrix of covariances.
int	set (DoubleVector &mean_vec, DoubleVector &covariance)
	Set the means and the diagonal covariance matrix.
int	set (DoubleVector &mean_vec, double covariance)
	Set the means and the constant diagonal covariance matrix.
virtual RNG *	generator ()
	Returns the rng used by this instance.
virtual void	generator (RNG *p)
	Set the rng used by this instance.
DoubleVector &	operator() ()
	Operator that generates a vector of random values.
void	operator() (DoubleVector &new_vec)
	Method that returns a vector of random variables in the vec argument.
Protected Attributes
Normal	norm_rng
	The Normal r.v. used by this class.
DoubleMatrix	CF_matrix
	The covariance matrix.
DoubleVector	mean_vec
	The vector of means.
DoubleVector	diag_covariance
	The diagonal covariance matrix.
double	const_covariance
	The constant diagonal covariance matrix.
int	pd_flag
	TODO.

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Detailed Description

A class that generates multivariate normal (Gaussian) deviates with given covariance matrix and vector of means.

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The documentation for this class was generated from the following file:

• MNormal.h