Scythe-1.0.3
Classes | Namespaces
rtmvnorm.h File Reference

A truncated multivariate normal random number generator. More...

#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:

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Classes

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

Namespaces

namespace  scythe
 

The Scythe library namespace.



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.