Re: [Gretl-users] PDF of a multivariate normal
Am 15.02.2016 um 18:48 schrieb Riccardo (Jack) Lucchetti:
On Mon, 15 Feb 2016, Artur T. wrote:
> Dear gretl friends,
>
> does gretl have a built-in function to compute the PDF of a multivariate
> normal. I couldn't find one which actually suprises me :-)
> The corresponding matlab function is described here:
> http://de.mathworks.com/help/stats/mvnpdf.html?requestedDomain=www.mathwo...
>
Hmmm, we don't have one but clearly adding it wouldn't be a problem.
Just out of curiosity: what would you need such a function for?
I'm astonished that Jack didn't answer how easy it is to make one
yourself :-)
The use case strikes me as pretty obvious: parametric simulation.
cheers,
sven