 | NMath |
Overload List| Name | Description | |
|---|---|---|
  | CorrelatedRandomInputs(DoubleMatrix, DoubleMatrix) | Accepts a set of input varaibles, each stored as a row in a matrix, and constructs a corresponding matrix of input variable values whose Spearmans rank correlation matrix is approximately equal to the specified correlation matrix. The resulting correlated inputs with their marginal distributions intact. InputVariableCorrelator |
| CorrelatedRandomInputs(DoubleMatrix, DoubleSymmetricMatrix) | Accepts a set of input varaibles, each stored as a row in a matrix, and constructs a corresponding matrix of input variable values whose Spearmans rank correlation matrix is approximately equal to the specified correlation matrix. The resulting correlated inputs marginal distributions are the same as the original inputs. InputVariableCorrelator |
| CorrelatedRandomInputs(Int32, Double, RandomNumberGenerator, RandomNumberGenerator) | Creates two sequences of correlated random numbers using the specified random number generators. The created sequence's Spearman rank correlation will be approximately equal to the specified number. |
See Also