MVGRND

Generates multivariate Gaussian random variables.

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Using the Cholesky decomposition, it generates n iterations of multivariate Gaussian random variables for a given mean vector (mu) and variance-covariance matrix (sigma).

mvgrnd(mu,sigma,n)

Cite As

Fabio Peixoto (2026). MVGRND (https://www.mathworks.com/matlabcentral/fileexchange/4018-mvgrnd), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0