correlated Gaussian noise 1.0

Date Added: April 11, 2013 | Visits: 204

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vector generalization of matlab standard function randn() with correlations.inputs: Rpp - pXp correlation matrix nSamp - number of samplesoutputs: data matrix of size [p rows X nSamp cols] sample correlation matrix example generate a vector of 1000 pairs which are correlated as[1 -0.3][-0.3 1]R=[1 -0.3; -0.3, 1];n = 1000;[x, sampR]=correlatedGaussianNoise(R,n);disp(sampR)

Requirements: No special requirements

Platforms: Matlab

Keyword: Correlated, Dispsampr, Generate, Number, Outputs, Pairs, Sample, Samples

Users rating: 0/10

License: Shareware

Size: 10 KB

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