From f5e238f76a9cad2e1c71736a0fbc9f0049caa68e Mon Sep 17 00:00:00 2001
From: Raimundo Saona <37874270+saona-raimundo@users.noreply.github.com>
Date: Mon, 29 Jan 2024 22:00:51 -0300
Subject: [PATCH] feature: Implement Continuous<Vec<f64>> for
 MultivariateNormal

---
 src/distribution/multivariate_normal.rs | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)

diff --git a/src/distribution/multivariate_normal.rs b/src/distribution/multivariate_normal.rs
index ab168020..75902a4b 100644
--- a/src/distribution/multivariate_normal.rs
+++ b/src/distribution/multivariate_normal.rs
@@ -202,6 +202,28 @@ impl<'a> Continuous<&'a DVector<f64>, f64> for MultivariateNormal {
     }
 }
 
+impl Continuous<Vec<f64>, f64> for MultivariateNormal {
+    /// Calculates the probability density function for the multivariate
+    /// normal distribution at `x`
+    ///
+    /// # Formula
+    ///
+    /// ```ignore
+    /// (2 * π) ^ (-k / 2) * det(Σ) ^ (1 / 2) * e ^ ( -(1 / 2) * transpose(x - μ) * inv(Σ) * (x - μ))
+    /// ```
+    ///
+    /// where `μ` is the mean, `inv(Σ)` is the precision matrix, `det(Σ)` is the determinant
+    /// of the covariance matrix, and `k` is the dimension of the distribution
+    fn pdf(&self, x: Vec<f64>) -> f64 {
+        self.pdf(&DVector::from(x))
+    }
+    /// Calculates the log probability density function for the multivariate
+    /// normal distribution at `x`. Equivalent to pdf(x).ln().
+    fn ln_pdf(&self, x: Vec<f64>) -> f64 {
+        self.pdf(&DVector::from(x))
+    }
+}
+
 #[rustfmt::skip]
 #[cfg(all(test, feature = "nightly"))]
 mod tests  {