Are there any references that we can cite for the algorithm implemented in this class? Also, am I correct in assuming that the covariance matrix effectively determines the variances of the component distributions and their (individual, unconditioned) distributions are Gaussian with the supplied means? It might be good to specify the formula for the component variances, which IIUC should be a sum over some entries in the root matrix. Could well be I am misunderstanding the code and this would be messy, but if it is not, it would be good to specify. Just spelling out how the values are generated using the root matrix and normalized Gaussian generator would probably suffice.
It would also be good to add a small bit on random vectors to random.xml in the user guide. Phil --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]
