projnormal.formulas

Formulas describing the projected normal and related distributions obtained from a multivariate normal variable \(x\sim \mathcal{N}(\mu, \Sigma)\).

Modules

projected_normal	Formulas for the projected normal distribution, given by \(y=x/\|x\|\).
projected_normal_B	Formulas for the distribution of \(y=x/\sqrt{x^T B x}\).
projected_normal_Bc	Formulas for the distribution of \(y=x/\sqrt{x^T B x + c}\).
projected_normal_c	Formulas for the distribution of \(y=x/\sqrt{\|x\|^2 + c}\).
projected_normal_iso	Formulas for the projected normal distribution with isotropic covariance matrix of \(x\).