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Re: Generating multivariate normal data in Octave
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From: |
Juan Pablo Carbajal |
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Subject: |
Re: Generating multivariate normal data in Octave |
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Date: |
Wed, 30 Jul 2014 08:08:57 +0200 |
On Tue, Jul 29, 2014 at 9:53 AM, Nadeera Gunaratne
<address@hidden> wrote:
> Hi,
>
> I want to generates multivariate normal data for given mean and co-variance
> matrix. The following function is in Matlab.
>
> function s = mvnrnd(mu,Sigma,n)
> % nxd nxd dxd
> % Draw n random d-dimensional vectors from a multivariate Gaussian
> distribution
> % with mean mu and covariance matrix Sigma.
>
> I could not find a similar function in Octave which generate multivariate
> normal data as above.
>
> I appreciate your advice.
>
> Kind Regards,
>
> Nadeera
>
>
> _______________________________________________
> Help-octave mailing list
> address@hidden
> https://lists.gnu.org/mailman/listinfo/help-octave
>
The function is provided by the statistics package
http://octave.sourceforge.net/statistics/function/mvnrnd.html