Generate n independent multivariate normal?

How can we write a Mathlab function to generate n independent multivariate normal N(mu,Sigma)?

I knows it is kinda easy if I just use the new syntax by putting the function as X = mvnrnd(MU,SIGMA,cases)

However, this is my code, I am not sure why it can't work?

function X = myrandn(n,mu,Sigma)

d = length(mu);

R = chol(Sigma);

Z = randn(n,d);

X = Z*R + ones(n,1)*mu';

The command window keeps referring that:* Error using myrandn (line 5). Not enough input arguments.* The line 5 here refering to the d=length(mu).

Any ideas which part of the code is wrong or perhaps any pointers that what is the reason for this error to appear?

Answer 1

[Matt J]

You aren't calling myrandn() with 3 input arguments.