Gaussian distribution

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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

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