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gaussian

DROP Measure Gaussian Package

DROP Measure Gaussian implements R1 Rd Covariant Gaussian Quadrature.

Class Components

  • Covariance Covariance holds the Standard Covariance Matrix, and provides functions to manipulate it.

  • NormalQuadrature NormalQuadrature implements the Quadrature Metrics behind the Univariate Normal Distribution. It implements the Incremental, the Cumulative, and the Inverse Cumulative Distribution Densities.

  • R1MultivariateNormal R1MultivariateNormal contains the Generalized Joint Multivariate R1 Normal Distributions.

  • R1UnivariateNormal R1UnivariateNormal implements the Univariate R1 Normal Distribution. It implements the Incremental, the Cumulative, and the Inverse Cumulative Distribution Densities.

DROP Specifications