Class: RandomMultivariateNormal

Inherits:

Object

• Object
• RandomMultivariateNormal

Defined in:

lib/random_multivariate_normal.rb,
lib/random_multivariate_normal/version.rb

Constant Summary

VERSION =

"0.1.0"

Instance Method Summary

• #initialize(seed = Random.new_seed) ⇒ RandomMultivariateNormal constructor

  A new instance of RandomMultivariateNormal.

• #rand(mean, cov) ⇒ Object

Constructor Details

#initialize(seed = Random.new_seed) ⇒ RandomMultivariateNormal

Returns a new instance of RandomMultivariateNormal.

# File 'lib/random_multivariate_normal.rb', line 5

def initialize(seed = Random.new_seed)
  @rnd = Random.new(seed)
end

Instance Method Details

#rand(mean, cov) ⇒ Object

# File 'lib/random_multivariate_normal.rb', line 9

def rand(mean, cov)
  rand_multivariate_norm(@rnd, mean, cov)
end