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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: 3.5.0
Syntax
public static double[][] Generate(
	int samples,
	double[] mean,
	double[,] covariance
)
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Parameters

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.

Return Value

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