Publisher review:Multivariate Gaussian Distribution calculates samples from a multivariate Gaussian distribution. Creates a number of samples from a specified number of dimensions and centers them around a given mean, and within a given covariance range. You might not find it very useful, but hey, I need something to do this so why not. To use: You need to generate 1000 samples from a 3 dimensional Gaussian distribution with a mean m = [4,5,6], and with a covariance sigma = [9 0 0;0 9 0;0 0 9].Command line:x=mgd(1000,3,m,sigma) or x=mgd(1000,3,m',sigma) it doesn't matter if the mean is given as a row or column vectorx is a (1000x3) matrix of the wherewhere each row is the coordinates of that point in 3 space. Requirements: ยท MATLAB Release: R12.1
Multivariate Gaussian Distribution is a Matlab script for Statistics and Probability scripts design by Timothy Felty.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Operating system:Windows / Linux / Mac OS / BSD / Solaris
Multivariate Gaussian Distribution script details 
