Multivariate Gaussian Distribution

Calculates samples from a multivariate Gaussian distribution.

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Cite As

Timothy Felty (2026). Multivariate Gaussian Distribution (https://in.mathworks.com/matlabcentral/fileexchange/5984-multivariate-gaussian-distribution), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired: Gaussian Random Samples Generation

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0

Added some error checking that was lacking. Updated to gracefully handle the one sample issue. Updated the comments.

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