randMultivariateNormal

randMultivariateNormal(mean, covar, count, [sampleAsRow=true])

Alias: multivariateNormal

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.

Return a matrix of random values that follow a multivariate normal distribution.

multivariateNormal([2, 3], [1.0, 1.5, 1.5, 3.0]$2:2, 5);

multivariateNormal([2, 3], [1.0, 1.5, 1.5, 3.0]$2:2, 5, false);