CovarianceUtilities.GetRandomStates(Matrix, Array, Variable) Method

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Description

Returns multiple random states from a Gaussian distribution described by the provided covariance matrix. The resulting random states are returned in a column matrix.

 

Timing Precision Mode

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Method Signature

CovarianceUtilities.GetRandomStates(

Matrix covariance,


Array meanState,


Variable numberOfStates)

 

 

Arguments

covariance


Description:

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

 

 

meanState


Description:

The mean state associated with the covariance matrix. The returned states are referenced from the provided mean.

 

 

numberOfStates


Description:

The number of states to generate.

Valid Range:

numberOfStates > 0

 

 

 

Return Value

Type:

Matrix of number

 

 

Returns a set of random states in a column matrix.

 

Syntax

myMatrix1 = CovarianceUtilities.GetRandomStates(myMatrix2, myArray1, myVariable1);

 

 

See also

CovarianceUtilities Object

CovarianceUtilities.GetRandomStates