Re: [Help-gsl] Multivariate normal distribution

[Brian Gough]

At Mon, 1 Oct 2007 09:57:12 +0200 (CEST),
address@hidden wrote:
> I wrote you an e-mail last week because I'm interesting in having a
> function that computes the multivariate normal distribution. I sent you
> the definition, I'd like to know if it could be possible to develop it for
> the next version.

Thanks for the definition.  

I am not planning to write this myself for the next release.  We don't
currently have a framework for multivariate distributions, as they are
significantly more complicated than univariate distributions.

If you're interested in writing a function for this, see the section
"How to help" at http://www.gnu.org/software/gsl/

-- 
Brian Gough

GNU Scientific Library -
http://www.gnu.org/software/gsl/