Generating random streams marginally different

1 次查看（过去 30 天）
Kian
Kian 2015-4-1
评论： Kian 2015-4-1
Is there anyway in Matlab to generate streams of random normal numbers that are marginally different? By that I mean if the first stream would look like:
[-0.9625 0.8736 0.8499 1.6579 0.6706 -2.3623 -0.7797 -0.5591 0.8103 2.9868]
then the next stream would be similar to the first stream, maybe something like:
[-0.6321 0.9430 0.7002 1.3456 0.2832 -2.0011 -1.0188 -0.5932 1.1120 2.8932]
and so on with the next streams (each stream be similar to the other ones already generated).
Is there already any tools in Matlab doing this?
Thank you,
Kian

请先登录，再回答此问题。

采纳的回答

John D'Errico
John D'Errico 2015-4-1
编辑：John D'Errico 2015-4-1
A statistician might say you wanted to generate a pair of correlated random variables. mvnrnd would help here.
Lacking that, you could just do this...
A = randn(1,10);
B = A + randn(size(A))/10;
Note that this is equivalent to a specific covariance matrix, so a similar stream could be gained from mvnrnd.
  3 个评论
显示 1更早的评论
John D'Errico
John D'Errico 2015-4-1
编辑：John D'Errico 2015-4-1
Yes. It was just a shifty shift key at fault.
Kian
Kian 2015-4-1
Thank you for your answer. With your answer I realized I had mixed up something.

请先登录，再进行评论。

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Random Number Generation 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by