org.drip.sample.matrix

Class MultivariateRandom

java.lang.Object

org.drip.sample.matrix.MultivariateRandom

public class MultivariateRandom
extends java.lang.Object

MultivariateRandom demonstrates the Technique to generate Correlated Multivariate Random Variables using Cholesky Factorial Method.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
MultivariateRandom()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArg)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MultivariateRandom

public MultivariateRandom()

Method Detail

main

public static final void main(java.lang.String[] astrArg)
                       throws java.lang.Exception

Throws:

java.lang.Exception