Re: [Gretl-users] PDF of a multivariate normal
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?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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