ILNumerics Ultimate VS

Statisticsmvnpdf Method (InArrayDouble, InArrayDouble, InArrayDouble)

ILNumerics Ultimate VS Documentation
ILNumerics - Technical Application Development
Probability density function for a multivariate normal random distribution.

[ILNumerics Statistics Toolbox]

Namespace:  ILNumerics.Toolboxes
Assembly:  ILNumerics.Toolboxes.Statistics (in ILNumerics.Toolboxes.Statistics.dll) Version: 5.5.0.0 (5.5.7503.3146)
Syntax

public static RetArray<double> mvnpdf(
	InArray<double> A,
	InArray<double> mu = null,
	InArray<double> sigma = null
)

Parameters

A
Type: ILNumericsInArrayDouble
Matrix of points in columns, where the probability density function is to be evaluated.
mu (Optional)
Type: ILNumericsInArrayDouble
[Optional] Centers, size d x 1, if 'null': zeros are attempted, default: null.
sigma (Optional)
Type: ILNumericsInArrayDouble
Covariance matrix, must be positive definite, size d x d or vector of lenght d.

Return Value

Type: RetArrayDouble
Random numbers as taken from the multivariate random probability distribution given by mu and sigma.
Remarks

[ILNumerics Statistics Toolbox]

See Also

Reference