CovarianceUtilities.GetRandomState(Matrix, RandomNumberGenerator) Method

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Description

Returns a random state from a zero-mean Gaussian distribution described by the provided covariance matrix.

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CovarianceUtilities.GetRandomState(	Matrix covariance,
	RandomNumberGenerator random)

covariance
Description:	The covariance matrix that describes the Gaussian distribution from which to draw a state.

random
Description:	RandomNumberGenerator object to use when computing random states.

Type:

Array of number

Returns a random state.

myArray1 = CovarianceUtilities.GetRandomState(myMatrix1, myRandomNumberGenerator1);