Computation of Rayleigh Densities of Arbitrary Dimension
Computation of Alpha coefficient matrix
Auxilliary function computing factors.
Auxilliary function computing intermediate products.
Three Dimensional Rayleigh Density by Integration
Four Dimensional Rayleigh Density by Integration
Three dimensional Rayleigh density by series expansion
Four dimensional Rayleigh density by series expansion
Non-zero value determination
We offer an implementation of the series representation put forth in "A series representation for multidimensional Rayleigh distributions" by Wiegand and Nadarajah <DOI: 10.1002/dac.3510>. Furthermore we have implemented an integration approach proposed by Beaulieu et al. for 3 and 4-dimensional Rayleigh densities (Beaulieu, Zhang, "New simplest exact forms for the 3D and 4D multivariate Rayleigh PDFs with applications to antenna array geometrics", <DOI: 10.1109/TCOMM.2017.2709307>).