Examples
means = [10; 20]; covm = [ 4, 1; 1, 5]; values = CL_covDraw(means, covm, 1000); // drawn values // estimate mean values and covariance from samples [means2, covm2] = CL_stat(values); |  |  |
Random values from covariance
values = CL_covDraw(means,covm,num)
Returns randomly drawn samples of the random variable X, knowing the expectation of X and its covariance matrix.
Vector of expectations (Nx1)
Covariance matrix (NxN)
(integer) Number of random samples to draw
Matrix containing the random samples. Each sample is a column vector. The number of columns is num. (NxP)
CNES - DCT/SB
means = [10; 20]; covm = [ 4, 1; 1, 5]; values = CL_covDraw(means, covm, 1000); // drawn values // estimate mean values and covariance from samples [means2, covm2] = CL_stat(values); | | |