Generate multivariate normal data
Generate sample data based on user defined correlations (not covariances).
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Generates a sample of observations having user defined correlation matrix R. Optionally, the user may also define the means and variances. If unspecified, these two arguments will default to a mean vector of zeros and variance vector of ones.
Cite As
Calvin Price (2026). Generate multivariate normal data (https://nl.mathworks.com/matlabcentral/fileexchange/25960-generate-multivariate-normal-data), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.1.0.0 (2.37 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
