ｖ７７７９ - 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 = {0, 0,0};
double[][] cov = {{1,0.4,0.2},{0.4,1,0.1},{0.2,0.1,5}};
RealMatrix co = MatrixUtils.createRealMatrix(cov);
 
 
RandomGenerator rg = new JDKRandomGenerator();
rg.setSeed(17399225432l); 
 
GaussianRandomGenerator r3 = new GaussianRandomGenerator(rg);
 
CorrelatedRandomVectorGenerator generator = 
new CorrelatedRandomVectorGenerator(mean, co, -1000, r3);
 
 int n1=generator.getRank();
 
 System.out.println(n1);
 
int tr;
 
for(tr=1;tr<11;tr++){
double[] r = generator.nextVector();
 
System.out.println(r[2]);
}
 
}
}