As the univariate statistical functions are very far along it makes sense to begin focusing on the multivariate statistical functions. This ticket adds the multivariate normal distribution which is the most important multivariate distribution.
This also gets into the world of Bayesian Statistics and machine learning.
Implementation provided by Apache Commons Math.
- is related to
SOLR-10651 Streaming Expressions statistical functions library
- relates to
SOLR-12609 fix MathExpressionTest.testMultiVariateNormalDistribution