The R Journal: article published in 2015, volume 7:1

The Complex Multivariate Gaussian Distribution PDF download
Robin K. S. Hankin , The R Journal (2015) 7:1, pages 73-80.

Abstract Here I introduce package cmvnorm, a complex generalization of the mvtnorm package. A complex generalization of the Gaussian process is suggested and numerical results presented using the package. An application in the context of approximating the Weierstrass σ-function using a complex Gaussian process is given.

Received: 2014-09-18; online 2015-04-23
CRAN packages: cmvnorm, mvtnorm, emulator
CRAN Task Views implied by cited CRAN packages: Distributions, Finance, Multivariate


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@article{RJ-2015-006,
  author = {Robin K. S. Hankin},
  title = {{The Complex Multivariate Gaussian Distribution}},
  year = {2015},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2015-006},
  url = {https://doi.org/10.32614/RJ-2015-006},
  pages = {73--80},
  volume = {7},
  number = {1}
}