[MATH-815] Multivariate Normal Distribution

• Type: New Feature
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Fix Version/s: 3.1
• Assignee: Unassigned
• Reporter: Jared Becksfort
• Created: 10/Jul/12 20:33
• Updated: 04/Mar/13 18:53
• Resolved: 13/Aug/12 19:15

Description

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.

Issue Links

• Is contained by: MATH-817 Multivariate Normal Mixture Model Fitting by Expectation Maximization