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/*
* 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_ */
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