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gauss_rnd

PURPOSE ^

GAUSS_RND Multivariate Gaussian random variables

SYNOPSIS ^

function X = gauss_rnd(M,S,N)

DESCRIPTION ^

GAUSS_RND  Multivariate Gaussian random variables

 Syntax:
   X = GAUSS_RND(M,S,N)

 In:
   M - Dx1 mean of distibution or K values as DxK matrix.
   S - DxD covariance matrix
   N - Number of samples (optional, default 1)

 Out:
   X - Dx(K*N) matrix of samples.
   
 Description:
   Draw N samples from multivariate Gaussian distribution
 
     X ~ N(M,S)

 See also:
   GAUSS_PDF

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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