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
|
Type: Long
Type: Variant
Type: Variant
Type: Variant |
Variant |