x = gsamp(mu, covar, nsamp)
x = gsamp(mu, covar, nsamp)
generates a sample of size nsamp
from a d
-dimensional Gaussian distribution. The Gaussian density
has mean vector mu
and covariance matrix covar
, and the
matrix x
has nsamp
rows in which each row represents a
d
-dimensional sample vector.
gauss
, demgauss
Copyright (c) Ian T Nabney (1996-9)