MVTRND Random matrices from the multivariate t distribution.
R = MVTRND(C,DF,CASES) returns a matrix of random numbers from
the multivariate t distribution. C is a correlation matrix and
DF is the degrees of freedom. CASES is the number of rows in R.
T=mvtrnd([1 -0.9;-0.9 1],nu,n); 生成两个相关系数为0.9的,自由度nu,数据个数为n的分布。
可以查看图形
>> T=mvtrnd([1 -0.9;-0.9 1],nu,n);
U=tcdf(T,nu); 累计分布函数
plot(U(:,1),U(:,2),'r.');