How to generate intercorrelated multivariate random numbers?
1 次查看(过去 30 天)
显示 更早的评论
Hi, how can I generate a matrix (say 100x60) of normally distributed variables where some of the variables are correlated with others and some of them aren't?
do I approach this with 'randn' or 'mvnrnd' function?
Thank you in advance!
0 个评论
回答(1 个)
John D'Errico
2015-3-28
编辑:John D'Errico
2015-3-28
help mvnrnd
Did you read the help? Maybe you need to understand what a correlation matrix is, and how to convert that to a covariance matrix.
0 个评论
另请参阅
产品
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!