Scythe-1.0.3
template<class RNGTYPE>
template<matrix_order PO1, matrix_style PS1, matrix_order PO2, matrix_style PS2>
Matrix<double, PO1, Concrete> scythe::rng< RNGTYPE >::rmvnorm ( const Matrix< double, PO1, PS1 > &  mu,
const Matrix< double, PO2, PS2 > &  sigma 
) [inline]

Generate a multivariate normal distributed random variate Matrix.

This function returns a pseudo-random matrix-valued variate drawn from the multivariate normal disribution with means and variance-covariance matrix sigma.

Parameters:
muA vector containing the distribution means.
sigmaThe distribution variance-covariance matrix.
Exceptions:
scythe_invalid_arg(Level 1)
scythe_dimension_error(Level 1)

Referenced by scythe::rng< mersenne >::rmvt().