/*
 * Normaldistribution.h
 *
 *  Created on: 20.05.2011
 *      Author: sven
 */

#ifndef NORMALDISTRIBUTION_H_
#define NORMALDISTRIBUTION_H_

#include "Parametrisation.h"
#include "CholeskyDecomposition.h"
#include <vector>

class Normaldistribution {
public:
	Normaldistribution();
	virtual ~Normaldistribution();
	void calcRandomVector(const CholeskyMatrix& D, const std::vector<double>& mu , std::vector<double>& y);
private:
	void calcStandardNormalDistributedRandomVector(const int size, std::vector<double>& u);
};

#endif /* NORMALDISTRIBUTION_H_ */