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  1. Commons Math
  2. MATH-929

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

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Details

    • Bug
    • Status: Closed
    • Critical
    • Resolution: Fixed
    • 3.1.1
    • 3.2
    • None
    • None

    Description

      To reproduce:

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

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            Unassigned Unassigned
            wydrych Piotr Wydrych
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              Updated:
              Resolved: