voidbip/crandn

Version 1.0.0.0 (853 Bytes) by Bipin Mathew
Matlab function to generate correlated normal random variables.
44 Downloads
Updated 20 Nov 2015

CRANDN Generate correlated normal random vectors.
Y = CRANDN(mu,K,num) Generate num random vectors with mean mu and covariance K.
mu is a vector of length M and K is a symmetric positive semidefinite matrix of size MxM.
Y is an Mxnum matrix, where each column is a correlated random vector of length M with mean mu and covariance K.

Cite As

Bipin Mathew (2024). voidbip/crandn (https://github.com/bipinmathew/crandn), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2014b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
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Version Published Release Notes
1.0.0.0

Adding sample image.

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.