Mercurial > forge
changeset 11276:3f056f8b0358 octave-forge
The help text has been improved.
author | asnelt |
---|---|
date | Fri, 30 Nov 2012 12:46:01 +0000 |
parents | 8837992ab7fc |
children | 7b7cd174847c |
files | main/statistics/NEWS main/statistics/inst/mvtrnd.m |
diffstat | 2 files changed, 12 insertions(+), 3 deletions(-) [+] |
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--- a/main/statistics/NEWS Thu Nov 29 14:19:50 2012 +0000 +++ b/main/statistics/NEWS Fri Nov 30 12:46:01 2012 +0000 @@ -12,10 +12,12 @@ ** `kmeans' has been fixed to deal with clusters that contain only one element. - ** `normplot' has been fixed to avoid use of functions that are have been + ** `normplot' has been fixed to avoid use of functions that have been removed from Octave core. Also, the plot produced should now display some aesthetic elements and appropriate legends. + ** The help text of `mvtrnd' has been improved. + Summary of important user-visible changes for statistics 1.1.3: -------------------------------------------------------------------
--- a/main/statistics/inst/mvtrnd.m Thu Nov 29 14:19:50 2012 +0000 +++ b/main/statistics/inst/mvtrnd.m Fri Nov 30 12:46:01 2012 +0000 @@ -1,4 +1,4 @@ -## Copyright (C) 2012 Arno Onken <asnelt@asnelt.org> +## Copyright (C) 2012 Arno Onken <asnelt@asnelt.org>, IƱigo Urteaga ## ## This program is free software; you can redistribute it and/or modify it under ## the terms of the GNU General Public License as published by the Free Software @@ -23,7 +23,14 @@ ## @itemize @bullet ## @item ## @var{sigma} is the matrix of correlation coefficients. If there are any -## non-unit diagonal elements then @var{sigma} will be normalized. +## non-unit diagonal elements then @var{sigma} will be normalized, so that the +## resulting covariance of the obtained samples @var{x} follows: +## @code{cov (x) = nu/(nu-2) * sigma ./ (sqrt (diag (sigma) * diag (sigma)))}. +## In order to obtain samples distributed according to a standard multivariate +## t-distribution, @var{sigma} must be equal to the identity matrix. To generate +## multivariate t-distribution samples @var{x} with arbitrary covariance matrix +## @var{sigma}, the following scaling might be used: +## @code{x = mvtrnd (sigma, nu, n) * diag (sqrt (diag (sigma)))}. ## ## @item ## @var{nu} is the degrees of freedom for the multivariate t-distribution.