Statistics, Department of

 

The R Journal

Date of this Version

6-2015

Document Type

Article

Citation

The R Journal (June 2015) 7(1); Editor: Bettina Grün

Comments

Copyright 2015, The R Foundation. Open access material. License: CC BY 3.0 Unported

Abstract

Here I introduce package cmvnorm, a complex generalization of the mvtnorm package. A complex generalization of the Gaussian process is suggested and numerical results presented using the package. An application in the context of approximating the Weierstrass-function using a complex Gaussian process is given.

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