Grocer Function

NAME

norm_rnd - normal random draws

CALLING SEQUENCE

[y]=norm_rnd(sig)

PARAMETERS

Input

Output

DESCRIPTION

Produces a random multivariate random vector based on (mxm) var-cov matrix sig.

NOTE: for mean b, var-cov sig use: b + norm_rnd(sig)

EXAMPLE

x=norm_rnd([1 0.5 ;0.5 2],1000)

AUTHOR

Eric Dubois 2002