demgauss
demgauss provides a simple illustration of the generation of
data from Gaussian distributions. It first samples from a
one-dimensional distribution using randn, and then plots a
normalized histogram estimate of the distribution using histp
together with the true density calculated using gauss.
demgauss then demonstrates sampling from a Gaussian distribution
in two dimensions. It creates a mean vector and a covariance matrix,
and then plots contours of constant density using the function
gauss. A sample of points drawn from this distribution, obtained
using the function gsamp, is then superimposed on the contours.
gauss, gsamp, histpCopyright (c) Ian T Nabney (1996-9)