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