Function File: s = mvnrnd (mu, Sigma)

Function File: s = mvnrnd (mu, Sigma, n)

Function File: s = mvnrnd (…, tol)

Draw n random d-dimensional vectors from a multivariate Gaussian distribution with mean mu(nxd) and covariance matrix Sigma(dxd).

mu must be n-by-d (or 1-by-d if n is given) or a scalar.

If the argument tol is given the eigenvalues of Sigma are checked for positivity against -100*tol. The default value of tol is eps*norm (Sigma, "fro").

Package: statistics