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);