Generate three dimensional arrays using mvnrnd in Matlab?

6 views (last 30 days)
I need to generate a three dimensional matrix B in Matlab using the command mvnrnd. In particular, let
mu=[0 0; -1 -3; 0 4; 2 4; 8 1]
and
sigma=repmat(1/(3^2)*eye(2),[1,1,5])
If I use the command
B= mvnrnd(mu,sigma)
I get a matrix 5x2 in which each row i is sampled from N(mu(i,:), sigma(:,:,i)). Instead, I want B to be 5x2xr, i.e. each row i is sampled from N(mu(i,:), sigma(:,:,i)) r times.
Could you help me?

Answers (1)

dpb
dpb on 9 May 2014
From
help mvnrnd
...
R = mvnrnd(MU,SIGMA,N) returns a N-by-D matrix R of random vectors
chosen from the multivariate normal distribution with 1-by-D mean
vector MU, and D-by-D covariance matrix SIGMA.
  2 Comments
MRC
MRC on 9 May 2014
let n=10 for example. Then by typing mvnrnd(mu,sigma,N) I get this error
??? Error using ==> mvnrnd at 76
MU must be a row vector, or must have CASES rows.
dpb
dpb on 9 May 2014
Well, I should've read the doc all the way thru... :)
The third option doesn't replicate into a 3D sampling after all; it's still a 2D array returned.
Looks like you'll have to wrap the call in a loop to populate the planes or use accumarray w/ an anonymous function wrapper around the 2D result by plane.

Sign in to comment.

Categories

Find more on Creating and Concatenating Matrices in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!