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 enough... > How would you define the domain? Would you restrict it to products of > intervals, or more general domains?
I have not really looked into multivariate integration algorithms. Note that we do not provide this convenience now for univariate distributions (though I did recently add some integration tests that verify consistency of the distribution and density impls). I would define the cdf to take dimension vectors are arguments, so F(x_1, ..., x_n) = P(X_1 <=x_1, ..., X_n <= x_n). Other things to consider are marginal and conditional densities and distributions. Here again, defaults could in theory be provided; but without actually hacking some examples, I am not sure it is practical. Phil > > Sébastien > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
