Generate multivariate normal data

Generate sample data based on user defined correlations (not covariances).

Version 1.1.0 (2.33 KB)
819 Downloads
(0)
28 Jan 2010
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more

You are now following this Submission

Cite As

Calvin Price (2026). Generate multivariate normal data (https://ch.mathworks.com/matlabcentral/fileexchange/25960-generate-multivariate-normal-data), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Random Number Generation in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Open in new tab
Version Published Release Notes
1.1.0

Means and variances are now optional inputs. Number of variables is no longer an input, but is simply inferred from size of correlation matrix.
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more