Re: [Help-gsl] pdf function for multivariate normal distribution?

[Ralph Silva]

The following link may help you:

http://www.mail-archive.com/address@hidden/msg00631.html


On Thu, Jul 23, 2009 at 11:20 PM, per freem <address@hidden> wrote:

> 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.
>
>