The following link may help you: http://www.mail-archive.com/[email protected]/msg00631.html
On Thu, Jul 23, 2009 at 11:20 PM, per freem <[email protected]> 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. > > _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
