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 the number of samples to be generated.
sampleAsRow 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 |