MVGRND

Generates multivariate Gaussian random variables.
2.1K Downloads
Updated 1 Oct 2003

No License

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 (2024). MVGRND (https://www.mathworks.com/matlabcentral/fileexchange/4018-mvgrnd), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R12.1
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes
1.0.0.0