How do I generate random n-d vector samples from Multivariate Normal Distribution?
2 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
The function should have form:
[v] = sample_from_norrnal(m,EVecs,EVals)
Where m is the mean vector, EVecs is a matrix containing the eigenvectors of the covariance matrix and EVals is a vector containing the eigenvalues of the covariance matrix. (Hint: Generate a vector of samples from a unit normal distribution, scale the elements by sqrt(Evals) multiply by EVecs (to rotate the axes), then add the mean)
0 comentarios
Respuestas (0)
Ver también
Categorías
Más información sobre Creating and Concatenating Matrices en Help Center y File Exchange.
Productos
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!