MultivariateNormalDistributionGenerate Method (Int32, Double, Double)

Generates a random vector of observations from a distribution with the given parameters.

Namespace: Accord.Statistics.Distributions.Multivariate
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

public static double[][] Generate(
	int samples,
	double[] mean,
	double[,] covariance
)

Public Shared Function Generate ( 
	samples As Integer,
	mean As Double(),
	covariance As Double(,)
) As Double()()

samples: Type: SystemInt32
The number of samples to generate.
mean: Type: SystemDouble
The mean vector μ (mu) for the distribution.
covariance: Type: SystemDouble
The covariance matrix Σ (sigma) for the distribution.

Type: Double
A random vector of observations drawn from this distribution.