Statisticsmvnpdf Method (InArraySingle, InArraySingle, InArraySingle)

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

Copy

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

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

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

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

Parameters

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

Return Value

Type: RetArraySingle
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