I am trying to generate correlated random numbers for three variables using numpy.random.multivariate_normal()
with mean and covariance matrix (calculated from the data) as input.
The normal distributions are truncated between 0 and 1 and therefore, the generated random numbers (for all three variables) should be between 0 and 1. But, some of the generated random numbers are out of the bound.
How could I control the bound in generating the normally distributed random numbers for each of the variables?
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