Simulations with Exact Means and Covariances
バージョン 1.1.0.0 (2.3 KB) 作成者:
Attilio Meucci
Exact multivariate normal simulation
Multivariate normal simulations where sample mean and covariances match the respective population moments, refer to
A. Meucci (2009), "Simulations with Exact Means and Covariances",
Latest version of article and code available at http://symmys.com/node/162
引用
Attilio Meucci (2024). Simulations with Exact Means and Covariances (https://www.mathworks.com/matlabcentral/fileexchange/24416-simulations-with-exact-means-and-covariances), MATLAB Central File Exchange. 取得済み .
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