Distributions.jl icon indicating copy to clipboard operation
Distributions.jl copied to clipboard

No characteristic function of MvNormal

Open jaksle opened this issue 11 months ago • 2 comments

This is pretty confusing. The characteristic function of multivariate normal distribution cf(d::MvNormal, t::AbstractVector) is the simplest thing there is for it, and it seems it is not implemented! (The same for mgf.)

I could try adding it myself, but I see the current implementation of MvNormal is careful in handling general AbstractMatrix/AbstractVector as covariance matrix and mean vector, so that calculations are always efficient and I am not sure how to replicate that.

jaksle avatar Mar 19 '24 21:03 jaksle