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.
Calvin Price (2022). Generate multivariate normal data (https://www.mathworks.com/matlabcentral/fileexchange/25960-generate-multivariate-normal-data), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
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