How do I generate random n-d vector samples from Multivariate Normal Distribution?
2 ビュー (過去 30 日間)
古いコメントを表示
The function should have form:
[v] = sample_from_norrnal(m,EVecs,EVals)
Where m is the mean vector, EVecs is a matrix containing the eigenvectors of the covariance matrix and EVals is a vector containing the eigenvalues of the covariance matrix. (Hint: Generate a vector of samples from a unit normal distribution, scale the elements by sqrt(Evals) multiply by EVecs (to rotate the axes), then add the mean)
0 件のコメント
回答 (0 件)
参考
カテゴリ
Help Center および File Exchange で Creating and Concatenating Matrices についてさらに検索
製品
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!