How do I generate random n-d vector samples from Multivariate Normal Distribution?
2 views (last 30 days)
Show older comments
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 Comments
Answers (0)
See Also
Categories
Find more on Creating and Concatenating Matrices in Help Center and File Exchange
Products
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!