The Complex Multivariate Gaussian Distribution
نویسندگان
چکیده
منابع مشابه
The Complex Multivariate Gaussian Distribution
Here I introduce package cmvnorm, a complex generalization of the mvtnorm package. A complex generalization of the Gaussian process is suggested and numerical results presented using the package. An application in the context of approximating the Weierstrass σ-function using a complex Gaussian process is given.
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ژورنال
عنوان ژورنال: The R Journal
سال: 2015
ISSN: 2073-4859
DOI: 10.32614/rj-2015-006