CovarianceUtilities.GetRandomState(Matrix) 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)

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

Type:

Array of number

Returns a random state.

myArray1 = CovarianceUtilities.GetRandomState(myMatrix1);