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Simulations with Exact Means and Covariances

version (2.3 KB) by Attilio Meucci
Exact multivariate normal simulation

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Updated 09 May 2011

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Multivariate normal simulations where sample mean and covariances match the respective population moments, refer to
A. Meucci (2009), "Simulations with Exact Means and Covariances",

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MATLAB Release Compatibility
Created with R2006b
Compatible with any release
Platform Compatibility
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