Template Function mrpt::random::randomNormalMultiDimensionalMany(const MATRIXLIKE&, size_t, std::vector<std::vector<T>>&)

Function Documentation

template<typename T, typename MATRIXLIKE>
void mrpt::random::randomNormalMultiDimensionalMany(const MATRIXLIKE &cov, size_t desiredSamples, std::vector<std::vector<T>> &ret)

Generate multidimensional random samples according to a given covariance matrix.

Throws:

std::exception – On invalid covariance matrix