How to use mvnrnd function ?

16 次查看(过去 30 天)
How to use mvnrnd function ?
I need to generate a matrix whose elements follow normal distribution with zero mean and Q covariance matrix . I know Q (some positive definite matrix)
I'm using the following code
Q size is (4,4) MU=zeros(1,4); noise=mvnrnd(MU,Q,10)+1j*mvnrnd(MU,Q,10);
MY noise size should be (4,10) but i m getting size as (10,4)
Thanks

采纳的回答

Alka Nair
Alka Nair 2015-4-10
The documentation of MVNRND suggests that the syntax is
>> r = mvnrnd(MU,SIGMA,cases) and r = mvnrnd(MU,SIGMA,cases) returns a cases-by-d matrix R of random vectors chosen from the multivariate normal distribution with a common 1-by-d mean vector MU, and a common d-by-d covariance matrix SIGMA. As cases is 10 in your case and d is 4, you are observing the dimension 10*4 for 'noise'.
Please refer to the documentation at:
  3 个评论
John D'Errico
John D'Errico 2015-4-10
编辑:John D'Errico 2015-4-10
No, no no.
cases, the third argument is the NUMBER of samples to be generated. Those samples are independent of each other.
The covariance matrix is the covariance of those random variables, but not from sample to sample. Again, the samples are INDEPENDENT.
So if the random variable lives in a d-dimensional space, then you will need to pass in a vector of length d for mu, and a matrix of size dxd for sigma. Then expect that the result will be of size (cases,d).

请先登录,再进行评论。

更多回答(0 个)

Community Treasure Hunt

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

Start Hunting!

Translated by