Generate multivariate normal data

版本 1.1.0.0 (2.4 KB) 作者: Calvin Price
Generate sample data based on user defined correlations (not covariances).
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更新 2010/1/28

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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: .

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1.1.0.0

Means and variances are now optional inputs. Number of variables is no longer an input, but is simply inferred from size of correlation matrix.
1.0.0.0