Simulations with Exact Means and Covariances

Version 1.1.0.0 (2,3 KB) von Attilio Meucci
Exact multivariate normal simulation
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Aktualisiert 9 Mai 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

Zitieren als

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. Abgerufen .

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Erstellt mit R2006b
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ExactCorrelations/

Version Veröffentlicht Versionshinweise
1.1.0.0

updated references
1.0.0.0