crandn 1.0

Date Added: July 21, 2013 | Visits: 328

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[cg, psg] = crandn(rgau,m)Generate correlated Gaussian sequences by Fourier synthesis.Input parameters:rgau = correlation function - length n/2m = number of realisationsOutput:cg = m x n matrix containing m sequences of n correlated variates from a zero mean, unit variance normal distributionpsg = input power spectrum (Fourier transform of correlation function)Note: Since this uses the fast Fourier transform, it will be fastest if n is a power of 2.crandndemo.m is a demonstration. Note that one plot requires the function plotcdfkuiper (File Exchange ID #21280)

Requirements: No special requirements

Platforms: Matlab

Keyword: Crandndemom, Demonstration, Distributionpsg, Exchange, Fastest, Fourier, Functionnote, Input, Normal, Parametersrgau, Plotcdfkuiper, Power, Requires, Sequences, Spectrum, Synthesisinput, Transform, Variance

Users rating: 0/10

License: Freeware

Size: 10 KB

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