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DRAYL

Computation of Rayleigh Densities of Arbitrary Dimension

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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1.0 2026-04-09 windows/windows R-4.5 DRAYL_1.0.zip 42.2 KiB

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