Difference between revisions of "Gaussian distribution"
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= Gaussian(meanVec : numeric[I],covar : numeric[I,J]; I,J:IndexType) = | = Gaussian(meanVec : numeric[I],covar : numeric[I,J]; I,J:IndexType) = |
Revision as of 07:42, 24 April 2007
Gaussian(meanVec : numeric[I],covar : numeric[I,J]; I,J:IndexType)
A multi-variate Gaussian distribution based on a mean vector and covariance matrix. The covariance matrix must symmetric and positive-definite. The meanVec is indexed by I. The covariance matrix is 2-D, indexed by I & J. Indexes I & J should be the same length.
Library
Multivariate Distributions.ana
See Also
Comments
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