Generate three dimensional arrays using mvnrnd in Matlab?

I need to generate a three dimensional matrix B in Matlab using the command mvnrnd. In particular, let

mu=[0 0; -1 -3; 0 4; 2 4; 8 1]

and

sigma=repmat(1/(3^2)*eye(2),[1,1,5])

If I use the command

B= mvnrnd(mu,sigma)

I get a matrix 5x2 in which each row i is sampled from N(mu(i,:), sigma(:,:,i)). Instead, I want B to be 5x2xr, i.e. each row i is sampled from N(mu(i,:), sigma(:,:,i)) r times.

Could you help me?

Answer 1

[dpb]

From

help mvnrnd
 ...
R = mvnrnd(MU,SIGMA,N) returns a N-by-D matrix R of random vectors
  chosen from the multivariate normal distribution with 1-by-D mean
  vector MU, and D-by-D covariance matrix SIGMA.

[MRC]

let n=10 for example. Then by typing mvnrnd(mu,sigma,N) I get this error

??? Error using ==> mvnrnd at 76
MU must be a row vector, or must have CASES rows.

[dpb]

Well, I should've read the doc all the way thru... :)

The third option doesn't replicate into a 3D sampling after all; it's still a 2D array returned.

Looks like you'll have to wrap the call in a loop to populate the planes or use accumarray w/ an anonymous function wrapper around the 2D result by plane.