Example #1
0
 def pdf(self, *args):
     mu, sigma = self.mu, self.sigma
     mu_T = mu.transpose()
     k = S(len(mu))
     sigma_inv = sigma.inv()
     args = ImmutableMatrix(args)
     args_T = args.transpose()
     x = (mu_T*sigma_inv*mu)[0]
     y = (args_T*sigma_inv*args)[0]
     v = 1 - k/2
     return S(2)/((2*pi)**(S(k)/2)*sqrt(det(sigma)))\
     *(y/(2 + x))**(S(v)/2)*besselk(v, sqrt((2 + x)*(y)))\
     *exp((args_T*sigma_inv*mu)[0])
Example #2
0
 def pdf(self, *args):
     mu, sigma = self.mu, self.sigma
     mu_T = mu.transpose()
     k = S(mu.shape[0])
     sigma_inv = sigma.inv()
     args = ImmutableMatrix(args)
     args_T = args.transpose()
     x = (mu_T*sigma_inv*mu)[0]
     y = (args_T*sigma_inv*args)[0]
     v = 1 - k/2
     return (2 * (y/(2 + x))**(v/2) * besselk(v, sqrt((2 + x)*y)) *
             exp((args_T * sigma_inv * mu)[0]) /
             ((2 * pi)**(k/2) * sqrt(det(sigma))))
Example #3
0
 def pdf(self, *args):
     from sympy.functions.special.bessel import besselk
     mu, sigma = self.mu, self.sigma
     mu_T = mu.transpose()
     k = S(len(mu))
     sigma_inv = sigma.inv()
     args = ImmutableMatrix(args)
     args_T = args.transpose()
     x = (mu_T*sigma_inv*mu)[0]
     y = (args_T*sigma_inv*args)[0]
     v = 1 - k/2
     return S(2)/((2*pi)**(S(k)/2)*sqrt(det(sigma)))\
     *(y/(2 + x))**(S(v)/2)*besselk(v, sqrt((2 + x)*(y)))\
     *exp((args_T*sigma_inv*mu)[0])