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From "Gilles (JIRA)" <>
Subject [jira] [Comment Edited] (MATH-815) Multivariate Normal Distribution
Date Wed, 25 Jul 2012 09:42:35 GMT


Gilles edited comment on MATH-815 at 7/25/12 9:41 AM:

bq. I used "sigma" because that is the argument name in a lot of R routines.

This (API) is an important issue to raise on the "dev" list.

      was (Author: erans):
    bq. I used "sigma" because that is the argument name in a lot of R routines.

This (API) is an important issue to ask on the "dev" list.

> Multivariate Normal Distribution
> --------------------------------
>                 Key: MATH-815
>                 URL:
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Jared Becksfort
>            Priority: Minor
>         Attachments: mvn.tgz, mvn2.tgz, patch
>   Original Estimate: 1m
>  Remaining Estimate: 1m
> I will submit a class for Multivariate Normal Distributions.  Not sure if it will allow
sampling initially.
> > Hello,
> >
> > I have implemented some classes for multivariate Normal distributions, multivariate
normal mixture models, and an expectation maximization fitting class for the mixture model.
 I would like to submit it to Apache Commons Math.  I still have some touching up to do so
that they fit the style guidelines and implement the correct interfaces.  Before I do so,
I thought I would at least ask if the developers of the project are interested in me submitting
> >
> > Thanks,
> > Jared Becksfort
> Dear Jared,
> Yes, that would be very nice to have such an addition! Remember to also include unit
tests (refer to the current ones for examples). The best would be to split a submission up
into multiple minor ones, each covering a natural submission (e.g. multivariate Normal distribution
in one submission), and create an issue as described at
> If you run into any problems, please do not hesitate to ask on this mailing list.
> Cheers, Mikkel.

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