Simulations with Exact Means and Covariances
by Attilio Meucci
11 Jun 2009
(Updated 09 May 2011)
Exact multivariate normal simulation
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| File Information |
| Description |
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 |
| Required Products |
Statistics Toolbox
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| MATLAB release |
MATLAB 7.3 (R2006b)
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| Updates |
| 09 May 2011 |
updated references |
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