Sample a truncated multivariate normal distribution
There exist many implementations on FEX solving the same problem, I wasn't very confident in using them as they sometimes failed to converge (using fsolve etc) or would generate warnings complaining about the covariance matrix being close to singular.
This is a simple brute-force method that records the accepted samples, adjusts the trial size and repeats until it has reached the target sample number.
Citar como
Yavor Kamer (2024). Sample a truncated multivariate normal distribution (https://www.mathworks.com/matlabcentral/fileexchange/69201-sample-a-truncated-multivariate-normal-distribution), MATLAB Central File Exchange. Recuperado .
Compatibilidad con la versión de MATLAB
Compatibilidad con las plataformas
Windows macOS LinuxCategorías
Etiquetas
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Descubra Live Editor
Cree scripts con código, salida y texto formateado en un documento ejecutable.
Versión | Publicado | Notas de la versión | |
---|---|---|---|
1.0.0 |