I want to use mvnrnd for generating numbers,but there is error in my code
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% Multivariate normal random numbers
% Gaussian mean and covariance
d = 31; % number of dimensions
mu = rand(1,d);
sigma = rand(d,d);
sigma = sigma*sigma';
% generate 100 samples from above distribution
N = 100;
Z = mvnrnd(mu, sigma, N);
% plot samples (only for 2D case)
scatter(Z(:,1), Z(:,2), 'filled'),
hold on
x = -3:.2:3;
y = -3:.2:3;
[X,Y]=meshgrid(x ,y);
X = [X Y];
Y=mvnpdf(X,mu,sigma)
Y=reshape(Y,length(x),length(y));
%ezcontour(@(x,y) mvnpdf(X, mu, sigma), xlim(), ylim())
title('Latin Hypercube Sampling')
xlabel('Z_1');
ylabel('Z_2');
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Antworten (3)
Benjamin Thompson
am 13 Jun. 2022
X has 31 columns. mu only has 2 columns since d == 2. Both need to have the same number of olumns. sigma needs to have the same number of columns and rows as the number of columns in X.
Walter Roberson
am 14 Jun. 2022
X = [X Y];
Before that statement X and Y are each 31 x 31. That statement puts them together to get a 31 x 62
Y=mvnpdf(X,mu,sigma)
mu is 1 x 31 but X is (now) 31 x 62 and that is incompatible size.
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