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git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@539915 13f79535-47bb-0310-9956-ffa450edef68
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Phil Steitz 2007-05-20 19:30:05 +00:00
parent 9b0466f648
commit fb8da62041
1 changed files with 5 additions and 5 deletions
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10
src/java/org/apache/commons/math/random/CorrelatedRandomVectorGenerator.java
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@ -21,13 +21,13 @@ import org.apache.commons.math.DimensionMismatchException;
import org.apache.commons.math.linear.RealMatrix;
import org.apache.commons.math.linear.RealMatrixImpl;
/** This class allows to generate random vectors with correlated components.
/**
* A {@link RandomVectorGenerator} that generates vectors with with
* correlated components.
* <p>Random vectors with correlated components are built by combining
* the uncorrelated components of another random vector in such a way
* the uncorrelated components of another random vector in such a way that
* the resulting correlations are the ones specified by a positive
* definite covariance matrix.</p>
* <p>Sometimes, the covariance matrix for a given simulation is not
* strictly positive definite. This means that the correlations are
* not all independant from each other. In this case, however, the non
@ -40,7 +40,7 @@ import org.apache.commons.math.linear.RealMatrixImpl;
* more rows than columns. The number of columns of <code>B</code> is
* the rank of the covariance matrix, and it is the dimension of the
* uncorrelated random vector that is needed to compute the component
* of the correlated vector. This class does handle this situation
* of the correlated vector. This class handles this situation
* automatically.</p>
* @version $Revision:$ $Date$