[Boost-users] multivariate random variables

Subject: [Boost-users] multivariate random variables
From: Stefano Gallo (stefano.gallo_at_[hidden])
Date: 2010-12-16 12:07:19

Hi Folks,
 
I am new here. 
I would like to ask whether exist or not something which could help me.
My problem is the following.
I have a vector of mean values (size N) and a covariance matrix (size NxN). 
I would  like to generate a vector of normal random variables.
 
Thanks for your help.
 
 
Stefano Gallo