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[Help-gsl] pdf function for multivariate normal distribution?
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From: |
per freem |
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Subject: |
[Help-gsl] pdf function for multivariate normal distribution? |
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Date: |
Thu, 23 Jul 2009 09:20:54 -0400 |
hi all
I'm looking for a function that evaluates the pdf of a multivariate gaussian
distribution, given a mean vector and a covariance matrix. I see
gsl_ran_gaussian_pdf but this seems to be only for a univariate gaussian....
what is the multivariate pdf function in GSL?
thanks.
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