CovarianceUtilities.GetRandomStates Method

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Description

Returns multiple randoms state 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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Overload List

Signatures	Return Value	Description
CovarianceUtilities.GetRandomStates(Matrix covariance, Variable numberOfStates)	Matrix	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.
CovarianceUtilities.GetRandomStates(Matrix covariance, Array meanState, Variable numberOfStates)	Matrix	Returns multiple random states from a Gaussian distribution described by the provided covariance matrix. The resulting random states are returned in a column matrix.
CovarianceUtilities.GetRandomStates(Matrix covariance, Variable numberOfStates, RandomNumberGenerator random)	Matrix	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.
CovarianceUtilities.GetRandomStates(Matrix covariance, Array meanState, Variable numberOfStates, RandomNumberGenerator random)	Matrix	Returns multiple random states from a Gaussian distribution described by the provided covariance matrix. The resulting random states are returned in a column matrix.

See also

CovarianceUtilities Object