| Package | Description |
|---|---|
| org.apache.commons.math3.distribution |
Implementations of common discrete and continuous distributions.
|
| org.apache.commons.math3.linear |
Linear algebra support.
|
| Constructor and Description |
|---|
MultivariateNormalDistribution(double[] means,
double[][] covariances)
Creates a multivariate normal distribution with the given mean vector and
covariance matrix.
|
MultivariateNormalDistribution(RandomGenerator rng,
double[] means,
double[][] covariances)
Creates a multivariate normal distribution with the given mean vector and
covariance matrix.
|
| Constructor and Description |
|---|
RectangularCholeskyDecomposition(RealMatrix matrix)
Decompose a symmetric positive semidefinite matrix.
|
RectangularCholeskyDecomposition(RealMatrix matrix,
double small)
Decompose a symmetric positive semidefinite matrix.
|
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