How do I generate random n-d vector samples from Multivariate Normal Distribution?
이전 댓글 표시
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)
답변 (0개)
카테고리
도움말 센터 및 File Exchange에서 Linear Algebra에 대해 자세히 알아보기
제품
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!