Opened 15 years ago
Last modified 14 years ago
#849 closed defect
Muestrear una normal con restriciones de igualdad — at Initial Version
| Reported by: | jlaybar | Owned by: | Víctor de Buen Remiro |
|---|---|---|---|
| Priority: | normal | Milestone: | Mantainance |
| Component: | Math | Version: | 2.0.1 |
| Severity: | blocker | Keywords: | |
| Cc: |
Description
Hola Victor estoy intentando muestrear dos variables aleatorias cuya suma sea igual a uno x1+x2=1 y x1>0, x2>0
Si embargo con la función RandConstrainedMNormal no lo consigo
Matrix mu = Col(0.2,0.8);
Matrix Cov =((1,0),(0,1));
Matrix B = (
(1,1),
(-1,-1),
(-1,0),
(0,-1)
);
Matrix b = Col(1,1,0,0);
Matrix sample = RandConstrainedMNormal(mu, Cov, B, b);
Note: See
TracTickets for help on using
tickets.
