I wouldn't be interested in fixing the old module. How about a brand new
one? I'd we willing to contribute the following module:
NAME
PDL::Multivariate - Multivariate normal distributions
SYNOPSIS
my $d = new PDL::Multivariate(2);
$d->set_mean(pdl([3,5]));
$d->set_covariance(pdl([[2,1],[1,1]]));
my $x = $d->rand();
DESCRIPTION
This package provides a set of routines to generate samples from
multivariate normal (Gaussian) distributions.
<http://en.wikipedia.org/wiki/Multivariate_normal_distribution>
A new multivariate normal distribution is created with
$d = new PDL::Multivariate(n);
Where "n" is the dimension of the distribution.
To set the distribution parameters, use the routines
$d->set_mean($mu); # mean vector
$d->set_covariance($cov); # covariance matrix
To generate a random sample vector from the distribution
$x = $d->rand();
To generate a single number from the standard normal distribution
$y = PDL::Multivariate::rand_standard_normal();
The source of all pseudorandom numbers is the standard Perl subroutine
rand, so you may call srand with a fixed seed to generate reproducible
results.
Steve
-----Original Message-----
From: Derek Lamb [mailto:[EMAIL PROTECTED]
Sent: Sunday, December 02, 2007 1:14 AM
To: Steve Chapel
Cc: [email protected]
Subject: Re: [Perldl] Problems with PDL::Gaussian
Hi Steve,
Your immediate problem seems to be that you don't have PDL::Slatec
installed, probably because you didn't have the Slatec library installed
when you installed PDL. Obtaining that, then rebuilding and installing
PDL, will help get around that problem.
Before you get to far with this, though, you may want to read the bug
report from earlier this year re: PDL::Gaussian at
http://sourceforge.net/tracker/index.php?func=detail&aid=1661607&group_id=61
2&atid=100612
As far as I can tell, and since nobody has proven me wrong,
PDL::Gaussian is at the moment a mostly dead module. It hasn't been
substantially touched in 7 years, and has significant problems (I think)
with explicit vs implicit threading. To my knowledge nobody has used it
for a long time until Adam tried earlier this year. I looked at it for
a little while, then realized fixing it was a larger problem than I had
the time or inclination for, unfortunately.
It seems like it would be a nice module to have working properly, so if
you have the desire to crank on it, go right ahead!
Derek
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