crandn

Versione 1.0.0.0 (2,48 KB) da Stephen Bocquet
Generate m sequences of n Gaussian random numbers with a specified autocorrelation function
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Aggiornato 4 set 2008

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[cg, psg] = crandn(rgau,m)
Generate correlated Gaussian sequences by Fourier synthesis.

Input parameters:
rgau = correlation function - length n/2
m = number of realisations

Output:
cg = m x n matrix containing m sequences of n correlated variates from
a zero mean, unit variance normal distribution
psg = input power spectrum (Fourier transform of correlation function)

Note: Since this uses the fast Fourier transform, it will be fastest if n is a power of 2.

crandndemo.m is a demonstration. Note that one plot requires the function plotcdfkuiper (File Exchange ID #21280)

Cita come

Stephen Bocquet (2025). crandn (https://it.mathworks.com/matlabcentral/fileexchange/21325-crandn), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2008a
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Versione Pubblicato Note della release
1.0.0.0