Function to calculate th pdf of multivariate normal

Hello,

I just wanted to check whether there is any readily available function in GAUSS to calculate the pdf of Multivariate normal distribution?

Thanks and Regards

Annesha

1 Answer

0

There is a function for the multivariate normal CDF in GAUSS, but not the PDF. It does not look like it would be too hard to code up, though.

link

aptech

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