require 'distribution/bivariatenormal/ruby' require 'distribution/bivariatenormal/gsl' module Distribution # Calculate pdf and cdf for bivariate normal distribution. # # Pdf if easy to calculate, but CDF is not trivial. Several papers # describe methods to calculate the integral. module BivariateNormal SHORTHAND='bnor' extend Distributable create_distribution_methods ## # :singleton-method: pdf(x,y, rho, s1=1.0, s2=1.0) # Probability density function for a given x, y and rho value. # ## # :singleton-method: cdf(x,y,rho) # CDF for a given x, y and rho value. # end end