Understanding multivariate distributions
A multivariate probability distribution is one containing more than one random variable. There may or may not be any correlation among these random variables. A sample drawn from this distribution is a vector. Distributions.jl has implementations of commonly used multivariate functions—Multinomial, Multivariate Normal, and Dirichlet. They are implemented as follows:
Its type aliases are given as follows:
julia> typealias MultivariateDistribution{S<:ValueSupport} Distribution{Multivariate,S} julia> typealias DiscreteMultivariateDistribution Distribution{Multivariate, Discrete} julia> typealias ContinuousMultivariateDistribution ...Get Julia for Data Science now with the O’Reilly learning platform.
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