Examples of org.apache.commons.math.random.RandomGenerator.nextGaussian()

Class org.apache.commons.math.random.RandomGenerator

Examples of org.apache.commons.math.random.RandomGenerator.nextGaussian()

org.apache.commons.math.random.RandomGenerator.nextGaussian()
Returns the next pseudorandom, Gaussian ("normally") distributed double value with mean 0.0 and standard deviation 1.0 from this random number generator's sequence. @return the next pseudorandom, Gaussian ("normally") distributeddouble value with mean 0.0 and standard deviation 1.0 from this random number generator's sequence

        // Columns are draws on N(0, sigma[col])
        final int numSeeds = 1000;
        RealMatrix errorSeeds = MatrixUtils.createRealMatrix(numSeeds, nObs);
        for (int i = 0; i < numSeeds; i++) {
            for (int j = 0; j < nObs; j++) {
                errorSeeds.setEntry(i, j, rg.nextGaussian() * sigma[j]);
            }
        }
        
        // Get covariance matrix for columns
        RealMatrix cov = (new Covariance(errorSeeds)).getCovarianceMatrix();

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