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https://issues.apache.org/jira/browse/MATH-1351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15973321#comment-15973321
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Gilles commented on MATH-1351:
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No; this is about *multivariate* sampling, "Commons RNG" does not deal with
that.
If we'd go for a new "Commons Distributions" standalone component, it would
depend on the {{commons-rng-sampling}} module of "Commons RNG" (for the
univariate Gaussian sampling) and on another new "Commons Linear Algebra"
component (that would be derived from the contents of the package
{{o.a.c.m.linear}}).
> New sampler API for "MultivariateRealDistribution"
> --------------------------------------------------
>
> Key: MATH-1351
> URL: https://issues.apache.org/jira/browse/MATH-1351
> Project: Commons Math
> Issue Type: Sub-task
> Reporter: Gilles
> Assignee: Gilles
> Priority: Minor
> Labels: api, deprecation
> Fix For: 4.X
>
>
> Make changes similar to those {{RealDistribution}} and
> {{IntegerDistribution}}.
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