Re: [Help-gsl] Multivariate normal distribution

[roucaries bastien]

On 10/4/07, Brian Gough <address@hidden> wrote:
> At Mon, 1 Oct 2007 09:57:12 +0200 (CEST),
> address@hidden wrote:
> > I wrote you an e-mail last week because I'm interesting in having a
> > function that computes the multivariate normal distribution. I sent you
> > the definition, I'd like to know if it could be possible to develop it for
> > the next version.
>
> Thanks for the definition.
>
> I am not planning to write this myself for the next release.  We don't
> currently have a framework for multivariate distributions, as they are
> significantly more complicated than univariate distributions.
>
> If you're interested in writing a function for this, see the section
> "How to help" at http://www.gnu.org/software/gsl/

A few year ago I code it (I lost the code) using paper on
http://www.math.wsu.edu/faculty/genz/homepage.

Regards

Bastien

> --
> Brian Gough
>
> GNU Scientific Library -
> http://www.gnu.org/software/gsl/
>
>
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