Simulations with Exact Means and Covariances
Versione 1.1.0.0 (2,3 KB) da
Attilio Meucci
Exact multivariate normal simulation
Multivariate normal simulations where sample mean and covariances match the respective population moments, refer to
A. Meucci (2009), "Simulations with Exact Means and Covariances",
Latest version of article and code available at http://symmys.com/node/162
Cita come
Attilio Meucci (2024). Simulations with Exact Means and Covariances (https://www.mathworks.com/matlabcentral/fileexchange/24416-simulations-with-exact-means-and-covariances), MATLAB Central File Exchange. Recuperato .
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R2006b
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