The following Matlab project contains the source code and Matlab examples used for restricted sampling from gaussian distribution.
MATLAB implementation of restricted sampling from Gaussian distribution
Objective: sample x (column vector) from N(x_mu, x_var), restricted in
x_min<=x<=x_max.

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 |
---|---|

func_restricted_sampling.m | 938 |

ltpnorm.m | 591 |

ltqnorm.m | 3081 |