could you please share an example of how to use the matlab function rmvnrnd?
I am trying to generate a three multivariate truncated normal with data
MU=[5,4,3]; Sigma = [1 .3 .3; .3 1.5 .4; .3 .4 2.5] N=1000;
However the limits on A and B looks that are not working, I think I did a wrong specification of them. Could you give me a example please?
what I want to do is to have the limits:
X1 belongs to [-10,500] X2 belongs to [10,600] X3 belongs to [20,1000]
Thanks for your comments!
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Do you mean this function from the FEX?:
If so, then according to the documentation of that function, A and B are not lower and upper limits. Rather, A*x <= B. So, for example,
>> r = rmvnrnd(0,1,10000000,3,2);
will mean that all of the values of r are less than 2/3.