Uploaded image for project: 'Commons Math'
  1. Commons Math
  2. MATH-929

MultivariateNormalDistribution.density(double[]) returns wrong value when the dimension is odd

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Critical
    • Resolution: Fixed
    • Affects Version/s: 3.1.1
    • Fix Version/s: 3.2
    • Labels:
      None

      Description

      To reproduce:

      Assert.assertEquals(0.398942280401433, new MultivariateNormalDistribution(new double[]{0}, new double[][]{{1}}).density(new double[]{0}), 1e-15);
      

        Attachments

          Activity

            People

            • Assignee:
              Unassigned
              Reporter:
              wydrych Piotr Wydrych
            • Votes:
              0 Vote for this issue
              Watchers:
              3 Start watching this issue

              Dates

              • Created:
                Updated:
                Resolved: