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Introduction
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  • Extreme.Statistics.Random Namespace
  • CorrelatedRandomNumberGenerator Class
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CorrelatedRandomNumberGenerator Class

Members  See Also 
Represents a random number generator that produces correlated random variables.

Namespace:  Extreme.Statistics.Random
Assembly:  Extreme.Numerics.Net20 (in Extreme.Numerics.Net20.dll) Version: 3.6.10055.0 (3.6.10077.0)

Syntax

C#
public static class CorrelatedRandomNumberGenerator
Visual Basic (Declaration)
Public NotInheritable Class CorrelatedRandomNumberGenerator
Visual C++
public ref class CorrelatedRandomNumberGenerator abstract sealed
F#
[<AbstractClassAttribute>]
[<SealedAttribute>]
type CorrelatedRandomNumberGenerator =  class end

Remarks

Use the CorrelatedRandomNumberGenerator class to generate a set of numerical variables whose correlations are close to a specified correlation matrix.

Inheritance Hierarchy

System..::.Object
  Extreme.Statistics.Random..::.CorrelatedRandomNumberGenerator

See Also

CorrelatedRandomNumberGenerator Members
Extreme.Statistics.Random Namespace

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