www.gusucode.com > risk 工具箱matlab源码程序 > risk/+risk/+internal/gaussian2T.m
function Y = gaussian2T(Y,dof) % Convert sample from a Gaussian distribution to one from a t distribution. % Copyright 2016 The MathWorks, Inc. nScen = size(Y,2); tdiv = sqrt( random('chi2',dof,[1 nScen] ) / dof ); Y = bsxfun(@rdivide,Y,tdiv);