References¶

Definitions¶

In the multinorm package, we use the following variable names:

• MultiNorm - the multivariate normal (a.k.a. Gaussian) distribution
• n - the number of dimensions, i.e. number of parameters. Math: $$n$$
• mean - the vector of mean values of the distribution. Math: $$\mu$$
• cov - covariance matrix of the distribution. Math: $$\Sigma$$
• precision - precision matrix. Math: $$\Sigma^{-1}$$

Documents¶

Some useful references for multivariate normal distributions:

Codes¶

Other codes related to multivariate normal distributions: