How do I generate random n-d vector samples from Multivariate Normal Distribution?

2 次查看（过去 30 天）
George Carlisle
George Carlisle 2016-3-2
The function should have form:
[v] = sample_from_norrnal(m,EVecs,EVals)
Where m is the mean vector, EVecs is a matrix containing the eigenvectors of the covariance matrix and EVals is a vector containing the eigenvalues of the covariance matrix. (Hint: Generate a vector of samples from a unit normal distribution, scale the elements by sqrt(Evals) multiply by EVecs (to rotate the axes), then add the mean)

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Creating and Concatenating Matrices 的更多信息

标签

产品

Community Treasure Hunt

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

Start Hunting!

Translated by