The Complex Multivariate Gaussian Distribution
نویسنده
چکیده
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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تاریخ انتشار 2015