MatrixObject.MatrixDrawMVN

This function returns an N by M matrix of random numbers from multivariate normal distribution. Mean vector is length M, Covariance Matrix is M by M.

Syntax Parameters Return Value
Function MatrixObject.MatrixDrawMVN( _
    N As Long, _
    MeanVector As Variant, _
    CovarianceMatrix As Variant, _
    Optional ByRef Seed As Variant) As Variant
  • N [in]

Type: Long

  • MeanVector [in]

Type: Variant

  • CovarianceMatrix [in]

Type: Variant

  • Seed [in,out,optional]

Type: Variant

Variant