gsamp

Purpose

Sample from a Gaussian distribution.

Synopsis

x = gsamp(mu, covar, nsamp)

Description

x = gsamp(mu, covar, nsamp) generates a sample of size nsamp from a d-dimensional Gaussian distribution. The Gaussian density has mean vector mu and covariance matrix covar, and the matrix x has nsamp rows in which each row represents a d-dimensional sample vector.

See Also

gauss, demgauss
Pages: Index

Copyright (c) Ian T Nabney (1996-9)