Method

NumCosmoMathRNGbivariate_gaussian_gen

Declaration [src]

void
ncm_rng_bivariate_gaussian_gen (
  NcmRNG* rng,
  const gdouble sigma_x,
  const gdouble sigma_y,
  const gdouble rho,
  gdouble* x,
  gdouble* y
)

Description [src]

This function returns a random number drawn from the Bivariate Gaussian distribution, with standard deviations sigma_x and sigma_y and correlation coefficient rho. The correlation coefficient must be in the range $-1 \leq \rho \leq 1$.

Parameters

sigma_x

Type: const gdouble

Standard deviation.

sigma_y

Type: const gdouble

Standard deviation.

rho

Type: const gdouble

Correlation coefficient.

x

Type: gdouble*

Random number from the Bivariate Gaussian distribution.

The argument will be set by the function.
y

Type: gdouble*

Random number from the Bivariate Gaussian distribution.

The argument will be set by the function.