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

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

Public Shared Function mvnpdf ( 
	A As InArray(Of Double),
	Optional mu As InArray(Of Double) = Nothing,
	Optional sigma As InArray(Of Double) = Nothing
) As RetArray(Of Double)

Dim A As InArray(Of Double)
Dim mu As InArray(Of Double)
Dim sigma As InArray(Of Double)
Dim returnValue As RetArray(Of Double)

returnValue = Statistics.mvnpdf(A, mu, sigma)

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]

Reference

Statistics Class

mvnpdf Overload

ILNumerics.Toolboxes Namespace