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
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
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