Re: [Gretl-users] PDF of a multivariate normal
Am 16.02.2016 um 16:26 schrieb Riccardo (Jack) Lucchetti:
On Tue, 16 Feb 2016, Artur T. wrote:
>> Actually I was a little surprised about Jack's suggestion also with
>> respect to what it does. I thought a function is wanted that also does
>> the RNG inside.
>
> No, it is really just about computing the pdf.
Generating a sample of n independent Gaussian pseurdo-rvs with mean m
and covariance Sigma is rather trivial, in fact:
Yeah, I wasn't really paying attention, sorry.
-sven