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From: | Nadeera Gunaratne |
Subject: | Generating multivariate normal data in Octave |
Date: | Tue, 29 Jul 2014 17:53:03 +1000 |
function s = mvnrnd(mu,Sigma,n) % nxd nxd dxd % Draw n random d-dimensional vectors from a multivariate Gaussian distribution % with mean mu and covariance matrix Sigma.
I could not find a similar function in Octave which generate multivariate normal data as above.
I appreciate your advice.
Kind Regards,
Nadeera
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