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: nmean
- the vector of mean values of the distribution. Math: μcov
- covariance matrix of the distribution. Math: Σprecision
- precision matrix. Math: Σ − 1
Some useful references for multivariate normal distributions:
Other codes related to multivariate normal distributions: