Fast ND multidimensional gaussian mixture random generator

A fast generator of gaussian mixture samples
2.8K Downloads
Updated 12 Oct 2011

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A fast generator of gaussian mixture samples with a general ND dimensional calling syntax.

Permit to sample from a simple multivariate process to several gaussian mixture in a easy way.

Please run mexme_sample_mvgm.m to compile on your own platform. (Be sure to mex -setup is done before)

Cite As

Sebastien PARIS (2024). Fast ND multidimensional gaussian mixture random generator (https://www.mathworks.com/matlabcentral/fileexchange/17489-fast-nd-multidimensional-gaussian-mixture-random-generator), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Linear and Nonlinear Regression in Help Center and MATLAB Answers
Acknowledgements

Inspired: EM_MVGM

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Version Published Release Notes
1.3.0.0

-Minor update for Linux systems

1.2.0.0

-Fixed bug with Linux64 & GCC

1.1.0.0

-Compatible with GCC compiler

1.0.0.0

-Fix Z = sample_mvgm(N , mu) call