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  • License: Freeware
  • Last update: 6 years ago
  • Total downloads: 110
  • Price: Free |
  • Operating system: Linux, Mac OS X, Win All, BSD, Solaris
  • Publisher: Stephen Bocquet (2 other programs)
See full specifications

scripts default iconcrandn (Scripts) Publisher's description

Generate correlated Gaussian sequences by Fourier synthesis

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

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

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)

System Requirements:

MATLAB 7.6 (R2008a)
Program Release Status: New Release
Program Install Support: Install and Uninstall

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