Multivariate Normal Distribution.Log Probability Density Function Method
Returns the natural logarithm of the probability density function
(PDF) of this distribution for the specified value.
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
The value of the probability density function for the specified value.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
public override double LogProbabilityDensityFunction(
Vector<double> x
)
Parameters
Return Value
DoubleThe value of the probability density function for the specified value.
Remarks
The probability density function (PDF) of a statistical distribution gives an indication of the density of samples taken from the distribution.
The probability density function is a positive function.