ｊｃｃｖｖ - 経済統計練習帳

package math;
import org.apache.commons.math3.random.CorrelatedRandomVectorGenerator;
 
import org.apache.commons.math3.linear.*;
 import org.apache.commons.math3.random.GaussianRandomGenerator;
import org.apache.commons.math3.random.*;
 
class pro{
 
public static void main(String[] args) {
 
pro test=new pro();
}
 
pro(){
 
 
 
  double[] mean = {1, 2};
double[][] cov = {{9, 4}, {4, 16}};
RealMatrix co = MatrixUtils.createRealMatrix(cov);
 
RandomGenerator rg = new JDKRandomGenerator();
rg.setSeed(17399225432l); 
 
   GaussianRandomGenerator rawGenerator = new GaussianRandomGenerator(rg);
 
CorrelatedRandomVectorGenerator generator = 
new CorrelatedRandomVectorGenerator(mean, co, 2, rawGenerator);
 
double[] r = generator.nextVector();
 
System.out.println(r[0]);
 
 
}
}