The following Matlab project contains the source code and Matlab examples used for truncated multivariate normal.
X = rmvnrnd(MU,SIG,N,A,B) returns in N-by-P matrix X a
random sample drawn from the P-dimensional multivariate normal
distribution with mean MU and covariance SIG truncated to a
region bounded by the hyperplanes defined by the inequalities Ax<=B.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

## Project Files:

File Name | Size |
---|---|

license.txt | 1310 |

rmvnrnd.m | 5800 |

rmvnrnd_eg.m | 553 |

TruncatedGaussian.m | 6804 |