Simulations with Exact Means and Covariances: All Files - File Exchange

Code covered by the BSD License

X=MvnRnd(M,S,J) % this function generates normal simulations whose sample moments match the population moments
S_Test.m
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from Simulations with Exact Means and Covariances by Attilio Meucci
Exact multivariate normal simulation

All files for Simulations with Exact Means and Covariances
/ExactCorrelations/MvnRnd.m /ExactCorrelations/S_Test.m /license.txt