chickadee » probdist » make-normal-pdf

make-normal-pdf:procedure

Creates a new normal PDF object with the specified dimension, expectation, and covariance. If the dimension S is 1, then the expectation MU and the covariance SIGMA must be scalars; otherwise, they must be SRFI-4 f64 vectors. In the latter case, MU must be a vector of size S, and SIGMA must be a matrix of size S x S.