DRAYL

Computation of Rayleigh Densities of Arbitrary Dimension

CRAN Package

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).


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