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1 <html>
2 <head>
3 <title>
4 Netlab Reference Manual demgauss
5 </title>
6 </head>
7 <body>
8 <H1> demgauss
9 </H1>
10 <h2>
11 Purpose
12 </h2>
13 Demonstrate sampling from Gaussian distributions.
14
15 <p><h2>
16 Synopsis
17 </h2>
18 <PRE>
19 demgauss
20 </PRE>
21
22
23 <p><h2>
24 Description
25 </h2>
26
27 <p><CODE>demgauss</CODE> provides a simple illustration of the generation of
28 data from Gaussian distributions. It first samples from a
29 one-dimensional distribution using <CODE>randn</CODE>, and then plots a
30 normalized histogram estimate of the distribution using <CODE>histp</CODE>
31 together with the true density calculated using <CODE>gauss</CODE>.
32
33 <p><CODE>demgauss</CODE> then demonstrates sampling from a Gaussian distribution
34 in two dimensions. It creates a mean vector and a covariance matrix,
35 and then plots contours of constant density using the function
36 <CODE>gauss</CODE>. A sample of points drawn from this distribution, obtained
37 using the function <CODE>gsamp</CODE>, is then superimposed on the contours.
38
39 <p><h2>
40 See Also
41 </h2>
42 <CODE><a href="gauss.htm">gauss</a></CODE>, <CODE><a href="gsamp.htm">gsamp</a></CODE>, <CODE><a href="histp.htm">histp</a></CODE><hr>
43 <b>Pages:</b>
44 <a href="index.htm">Index</a>
45 <hr>
46 <p>Copyright (c) Ian T Nabney (1996-9)
47
48
49 </body>
50 </html>