Simulations with Exact Means and Covariances

버전 1.1.0.0 (2.3 KB) 작성자: Attilio Meucci
Exact multivariate normal simulation
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업데이트 날짜: 2011/5/9

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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

인용 양식

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. 검색 날짜: .

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