Generate multivariate normal data 1.0

Date Added: August 08, 2013 | Visits: 296

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Generates a sample of observations having user defined correlation matrix R. Optionally, the user may also define the means and variances. If unspecified, these two arguments will default to a mean vector of zeros and variance vector of ones.

Requirements: No special requirements

Platforms: Matlab

Keyword: Arguments, Default, Define, Means, Unspecified, Variance, Variances, Vector, Zeros

Users rating: 0/10

License: Shareware

Size: 10 KB

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