randMultivariateNormal
Syntax
randMultivariateNormal(mean, covar, count, [sampleAsRow=true])
Alias: multivariateNormal
Arguments
mean is a vector indicating the mean of a normal distribution.
covar is a positive definite matrix indicating the variance-covariance matrix of a multivariate normal distribution.
count is a positive number indicating the number of samples to be generated.
sampleAsRow (optional) is a Boolean value. The default value is true indicating each row of the result is a sample. Otherwise each column of the result is a sample.
Details
Return a matrix of random values that follow a multivariate normal distribution.
Examples
multivariateNormal([2, 3], [1.0, 1.5, 1.5, 3.0]$2:2, 5);
#0 | #1 |
---|---|
-0.02395 | -0.844505 |
-0.630637 | 0.098955 |
3.001908 | 4.831809 |
0.791095 | 2.01402 |
1.708191 | 2.41748 |
multivariateNormal([2, 3], [1.0, 1.5, 1.5, 3.0]$2:2, 5, false);
#0 | #1 | #2 | #3 | #4 |
---|---|---|---|---|
0.435419 | 0.138209 | -0.046187 | -1.201421 | 0.069719 |
0.40163 | 0.034553 | -0.337324 | -1.008628 | 0.822161 |