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https://issues.apache.org/jira/browse/MATH-815?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13431186#comment-13431186
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Jared Becksfort commented on MATH-815:
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I agree that it should not override it, but it complained when I didn't. Looks
like I needed to revert the abstract class in my working copy. Feel free to
remove it from my latest submission.
It will not be simple to add a method that computes the probability in the box.
The reason for this, in my opinion, is that there is no closed form for the
cumulative distribution. Computing the probability in the n-dimensional box
will require either numerically estimating the cumulative distribution or the
integral of the density function.
This can surely be done, and it will be good to add it at some point, but I
would prefer to wait until I get some more time. That is the main reason I did
not include the cumulative distribution function in the interface: it will be
difficult to compute it for a lot of multivariate distributions, and I didn't
want to discourage submitters of other distributions.
> Multivariate Normal Distribution
> --------------------------------
>
> Key: MATH-815
> URL: https://issues.apache.org/jira/browse/MATH-815
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Jared Becksfort
> Priority: Minor
> Attachments: MultivariateNormalDistribution.java,
> MultivariateNormalDistribution.java.patch,
> MultivariateNormalDistributionTest.java, acm_mvn_0807.zip, mvn.tgz, mvn2.tgz,
> mvn3.zip, mvn4.zip, patch
>
> Original Estimate: 1m
> Remaining Estimate: 1m
>
> I will submit a class for Multivariate Normal Distributions. Not sure if it
> will allow sampling initially.
> > Hello,
> >
> > I have implemented some classes for multivariate Normal distributions,
> > multivariate normal mixture models, and an expectation maximization fitting
> > class for the mixture model. I would like to submit it to Apache Commons
> > Math. I still have some touching up to do so that they fit the style
> > guidelines and implement the correct interfaces. Before I do so, I thought
> > I would at least ask if the developers of the project are interested in me
> > submitting them.
> >
> > Thanks,
> > Jared Becksfort
> Dear Jared,
> Yes, that would be very nice to have such an addition! Remember to also
> include unit tests (refer to the current ones for examples). The best would
> be to split a submission up into multiple minor ones, each covering a natural
> submission (e.g. multivariate Normal distribution in one submission), and
> create an issue as described at
> http://commons.apache.org/math/issue-tracking.html .
> If you run into any problems, please do not hesitate to ask on this mailing
> list.
> Cheers, Mikkel.
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