apop_multivariate_normal.c File Reference

Variables

• apop_model apop_multivariate_normal

---

Detailed Description

The multivariate Normal distribution.

---

Variable Documentation

apop_model apop_multivariate_normal

This is the multivarate generalization of the Normal distribution. The probability/log_likelihood methods take in an apop_data set whose vector element is the vector of means, and whose matrix is the covariances; the estimate method returns parameters of that form.

The RNG fills an input array whose length is based on the input parameters.