Fast ND multidimensional gaussian mixture random generator
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 .
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Acknowledgements
Inspired: EM_MVGM
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