Does anyone know how to generate multivariate gamma distribution with specific covariance in matlab?
P poovich New Member Dec 5, 2010 #1 Dec 5, 2010 #1 Does anyone know how to generate multivariate gamma distribution with specific covariance in matlab?
A albeam New Member Dec 20, 2010 #2 Dec 20, 2010 #2 Re: multivariate gamma distribution I think what you want is to generate from the Wishart distribution, it is the multivariate generalization of the gamma distribution. Here is the page for how to do it in matlab: http://www.mathworks.com/help/toolbox/stats/wishrnd.html
Re: multivariate gamma distribution I think what you want is to generate from the Wishart distribution, it is the multivariate generalization of the gamma distribution. Here is the page for how to do it in matlab: http://www.mathworks.com/help/toolbox/stats/wishrnd.html
P poovich New Member Feb 6, 2011 #3 Feb 6, 2011 #3 Re: multivariate gamma distribution Can I specify covariance structure from that function? I think I cannot do that by using that function.
Re: multivariate gamma distribution Can I specify covariance structure from that function? I think I cannot do that by using that function.