J= 3 #numeber of agents
T = 24 # time horizon
W= 100 #Numebr of scenario
d_jtw_mean = [50 ,70,90]
d_jtw_std = 0.25
d_jtw_sigma = d_jtw_std*d_jtw_mean
dd = MvNormal(d_jtw_mean, d_jtw_sigma)
d_jtw= rand(dd,W)
which gives me:
3×100 Array{Float64,2}:
79.8875 56.4883 41.972 71.3829 … 55.0853 60.5764 46.6175 48.4329
76.4444 76.8151 59.0371 71.5851 85.2243 59.146 34.0514 60.9782
104.403 126.268 76.4281 49.1581 47.1082 80.8507 67.6481 79.5638
However, I expecte 3x24x100 as the data is indexed with [j,t,w];index with with 3 dimension.
Anyone who can give me a hint todo that?
Thanks.
reshape(rand(dd,T*W),3,T,W)
yha
Thank you very much