Simulations with Exact Means and Covariances

版本 1.1.0.0 (2.3 KB) 作者: Attilio Meucci
Exact multivariate normal simulation
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Multivariate normal simulations where sample mean and covariances match the respective population moments, refer to
A. Meucci (2009), "Simulations with Exact Means and Covariances",

Latest version of article and code available at http://symmys.com/node/162

引用格式

Attilio Meucci (2024). Simulations with Exact Means and Covariances (https://www.mathworks.com/matlabcentral/fileexchange/24416-simulations-with-exact-means-and-covariances), MATLAB Central File Exchange. 检索时间: .

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1.1.0.0

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1.0.0.0