7.2. Multivariate gaussian distributions

The following piece of code:

double[] mean = {2., 4.};
double[][] covariance = { {3., 2}, {2., 4.} };

OpdfMultiGaussian omg = new OpdfMultiGaussian(mean, covariance);
	
ObservationReal[] obs = new ObservationReal[10000];
for (int i = 0; i < obs.length; i++)
     obs[i] = omg.generate();

omg.fit(obs);