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);

 

 

See also

CovarianceUtilities Object

CovarianceUtilities.GetRandomStates