|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Object | +--Mvn
This class is for generating multvariate normal deviates.
Kitanidis, P.K. 1997. Introduction to Geostatistics, Applications in Hydrogeology. Cambridge University Press, Cambridge, UK. Appendix C.3.
Knuth, D.E. 1998. The Art of Computer Programming, Volume 2. Seminumerical Algorithms, Third Edition. Addision-Wesley, Reading Mass. p. 586.
The
Jama matrix package for Java.
Constructor Summary | |
Mvn(Jama.Matrix V,
double[] means)
Create one. |
Method Summary | |
double[][] |
perturb()
Generate the Matrix of Multivariate Normal Deviates where each row corresponds to an event for each random variable. |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
public Mvn(Jama.Matrix V, double[] means)
V
- Variance-Covariance Matrix of the random variablesmeans
- Vector of means of the random variablesMethod Detail |
public double[][] perturb()
|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |