CovarianceUtilities.GetRandomStates(Matrix, Variable, RandomNumberGenerator) Method

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Description

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

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Method Signature

CovarianceUtilities.GetRandomStates(	Matrix covariance,
	Variable numberOfStates,
	RandomNumberGenerator random)

Arguments

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

numberOfStates
Description:	The number of states to generate.
Valid Range:	numberOfStates > 0

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

Return Value

Type:

Matrix of number

Returns a set of random states in a column matrix.

Syntax

myMatrix1 = CovarianceUtilities.GetRandomStates(myMatrix2, myVariable1, myRandomNumberGenerator1);