jeudi 30 novembre 2017

How to generate multivariate normal distribution in J

Can anyone tell me how to generate multivariate distribution in J given the mean value vector and the covariance matrix? For example, in Python, np.random.multivariate_normal([0,0],[[1,.75],[.75,1]],1000) generate multivariate distribution with [0,0] as mean value vector and [[1,.75],[.75,1]] as the variance-covariance matrix? Thanks




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