Generates sample from multivariate normal distribution

samples = cv.randMVNormal(mu, sigma, nsamples)

Input

• mu mean, an average row vector 1xd.
• sigma symmetric covariation matrix dxd.
• nsamples returned samples count.

Output

• samples returned samples array nsamples-by-d.

Generates samples from multivariate normal distribution, with mean mu and covariance sigma.