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MultivariateNormalDistribution Constructor (Double, Double)

Constructs a multivariate Gaussian distribution with given mean vector and covariance matrix.

Namespace:  Accord.Statistics.Distributions.Multivariate
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.6.0
Syntax
public MultivariateNormalDistribution(
	double[] mean,
	double[][] covariance
)
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Parameters

mean
Type: SystemDouble
The mean vector μ (mu) for the distribution.
covariance
Type: SystemDouble
The covariance matrix Σ (sigma) for the distribution.
See Also