Re: [math] multivariate cdf

2012-10-19 Thread Sébastien Brisard
Hi Phil, 2012/10/19 Phil Steitz : > On 10/19/12 12:20 AM, Sébastien Brisard wrote: >> Hi Phil, >> >>> that might also force us to implement some useful multivariate >>> integration algorithms :) >>> >> Is there any, general purpose multidimensional integration algorithm? >> MC would be flexible en

Re: [math] multivariate cdf

2012-10-19 Thread Phil Steitz
On 10/19/12 12:20 AM, Sébastien Brisard wrote: > Hi Phil, > >> that might also force us to implement some useful multivariate >> integration algorithms :) >> > Is there any, general purpose multidimensional integration algorithm? > MC would be flexible enough, but I doubt this would be efficient en

Re: [math] multivariate cdf

2012-10-19 Thread Sébastien Brisard
Hi Phil, > > that might also force us to implement some useful multivariate > integration algorithms :) > Is there any, general purpose multidimensional integration algorithm? MC would be flexible enough, but I doubt this would be efficient enough... How would you define the domain? Would you rest

[math] multivariate cdf

2012-10-18 Thread Phil Steitz
I just realized that when we defined RealMultivariateDistribution we neglected to actually model the distribution function. If we forced ourselves to support this and provide an integration-based default in the abstract base class, that might also force us to implement some useful multivariate in