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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Method Signature

CovarianceUtilities.GetRandomState(

Matrix covariance)

 

 

Arguments

covariance


Description:

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

 

 

 

Return Value

Type:

Array of number

 

 

Returns a random state.

 

Syntax

myArray1 = CovarianceUtilities.GetRandomState(myMatrix1);

 

 

See also

CovarianceUtilities Object

CovarianceUtilities.GetRandomState