How to generate intercorrelated multivariate random numbers?
Show older comments
Hi, how can I generate a matrix (say 100x60) of normally distributed variables where some of the variables are correlated with others and some of them aren't?
do I approach this with 'randn' or 'mvnrnd' function?
Thank you in advance!
Answers (1)
John D'Errico
on 28 Mar 2015
Edited: John D'Errico
on 28 Mar 2015
help mvnrnd
Did you read the help? Maybe you need to understand what a correlation matrix is, and how to convert that to a covariance matrix.
Categories
Find more on Uniform Distribution (Continuous) in Help Center and File Exchange
Products
on 28 Mar 2015
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
