Simulations with Exact Means and Covariances

Exact multivariate normal simulation

Versione 1.1.0.0 (2,3 KB)
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9 mag 2011

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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 (2026). Simulations with Exact Means and Covariances (https://it.mathworks.com/matlabcentral/fileexchange/24416-simulations-with-exact-means-and-covariances), MATLAB Central File Exchange. Recuperato .

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1.1.0.0

updated references
1.0.0.0