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Generate multivariate normal data

version 1.1 (2.37 KB) by

Generate sample data based on user defined correlations (not covariances).

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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.

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Updates

1.1

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

MATLAB Release
MATLAB 7.8 (R2009a)
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