rtmvnorm.h File Reference


Detailed Description

A truncated multivariate normal random number generator.

This file provides the class definition for the rtmvnorm class, a functor that generates random variates from truncated multivariate normal distributions.

#include <iostream>
#include <cmath>
#include "scythestat/matrix.h"
#include "scythestat/rng.h"
#include "scythestat/error.h"
#include "scythestat/algorithm.h"
#include "scythestat/ide.h"

Include dependency graph for rtmvnorm.h:

Go to the source code of this file.

Namespaces

namespace  scythe

Classes

class  scythe::rtmvnorm< RNGTYPE >
 Truncated multivariate normal distribution random number generator. More...


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