Generates a sample of observations having user defined correlation matrix R. Optionally, the user may also define the means and variances. If unspecified, these two arguments will default to a mean vector of zeros and variance vector of ones.
引用格式
Calvin Price (2026). Generate multivariate normal data (https://ww2.mathworks.cn/matlabcentral/fileexchange/25960-generate-multivariate-normal-data), MATLAB Central File Exchange. 检索时间: .
