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From "Jared Becksfort (JIRA)" <>
Subject [jira] [Updated] (MATH-815) Multivariate Normal Distribution
Date Tue, 07 Aug 2012 19:06:10 GMT


Jared Becksfort updated MATH-815:



I am attaching a simpler  I also am attaching
with a bug fix and some renamed functions.  The getKernel function was not accurate, so I
have replaced it with a cleaner, repaired function called getExponentTerm and modified the
density function to accommodate it.  I know you made some modifications to the file, but I
was not able to incorporate them because they are not yet versioned.

I appreciate the attention you have given to this issue. If there is more to change, please
let me know. Otherwise, I will modify the other code I plan to submit according to your suggestions
on this issue.

> 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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