References¶
Definitions¶
In the multinorm
package, we use the following variable names:
MultiNorm
- the multivariate normal (a.k.a. Gaussian) distributionn
- 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: