Combining multiple univariate Gaussians into one multivariate Gaussian.
| File | Notes |
|---|---|
src/univariate-distros-to-multivariate.m |
MATLAB script. |
| Software | Notes |
|---|---|
| MATLAB | Available here. Proprietary. |
Please ensure the MATLAB environment has the following package installed:
- Statistics and Machine Learning Toolbox.
The file univariate-distros-to-multivariate.m should be run from MATLAB.
That MATLAB script generates three univariate Gaussian distributions, each with distinct means and standard deviations, and combines them into a multivariate distribution.