[Haskell-cafe] multivariate normal distribution in Haskell?

[Bas de Haas]

Dear List,

I’m implementing a probabilistic model for recognising musical chords in 
Haskell. This model relies on a multivariate normal distribution. I’ve 
been searching the internet and mainly hackage for a Haskell library to 
do this for me, but so far I’ve been unsuccessful.

What I’m looking for is a Haskell function that does exactly what the 
mvnpdf function in matlab does: 
http://www.mathworks.nl/help/stats/multivariate-normal-distribution.html

Does anyone know a library that can help me out?

Thanks.

Kind regards,
Bas de Haas

-- 
dr. W. Bas de Haas
Department of Information and Computing Sciences
Utrecht University

E: W.B.deHaas at uu.nl
T: +31 30 253 5965
I: http://www.uu.nl/staff/WBdeHaas/