Gaussian Random Samples Generation

randgen(mu,mu1,mu2,cov1,cov2,cov3) = Random generation of Gaussian Samples in d-dimensions where d = 2

mu, mu1, mu2 = (x,y) coordinates(means) that the gaussian samples are centered around. cov1, cov2, cov3 are the covariance matrices and will vary changing the shape of the distribution, example: cov = sigma^2*Identity Matrix, where sigma^2 = a scalar. N = the number of gaussian samples used and are provided as user input. A test set of N/2 and a training set of N/2 gaussian samples is also generated. Output is directed to the command window and a plot of the distributions are generated.

example1: randgen([4 5],[9 0;0 9],[10 15],[6 0;0 6],[15 10],[4 0;0 4]) or

example2: randgen([4 5],[9, 0; 0 9],[10 15],[5, 1.5; 1, 5.5],[15 10],[6, -1; -1, 4])

Requirements:

· MATLAB Release: R14