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crandn

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[cg, psg] = crandn(rgau,m)
Generate correlated Gaussian sequences by Fourier synthesis.

Input parameters:
rgau = correlation function - length n/2
m = number of realisations

Output:
cg = m x n matrix containing m sequences of n correlated variates from
a zero mean, unit variance normal distribution
psg = input power spectrum (Fourier transform of correlation function)

Note: Since this uses the fast Fourier transform, it will be fastest if n is a power of 2.

crandndemo.m is a demonstration. Note that one plot requires the function plotcdfkuiper (File Exchange ID #21280)

Free download from Shareware Connection - Generate correlated Gaussian sequences by Fourier synthesis

Publisher: Stephen Bocquet | License: Freeware | Price: 0.00
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 16-05-2013 | Rating: 0 | Title: crandn

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/21325/1/crandn.zip

More downloads from crandn publisher Stephen Bocquet:

GaussHermite - Numerical integration from -Inf to Inf of an integrand in the form f(x)*exp(-x^2) f(x) must be a slowly varying function fn_val = GaussHermite(func, npt, varargin) func is a handle for f(x) npt is the number of points at which f(x) is to be evalu

plotcdfkuiper - plotcdfkuiper(x,a,b,cdf,varargin)

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Shareware Connection periodically updates pricing and software information of 'crandn' from company source 'Stephen Bocquet' , so some information may be slightly out-of-date. You should confirm all information before relying on it. Software piracy is theft,  Using 'crandn' crack, password, serial numbers, registration codes, key generators is illegal and prevent future development of crandn.

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