Multivariate random distribution

[ferhue]

There is:

ROOT: tutorials/roofit/roostats/MultivariateGaussianTest.C Source File

or for 2D:

Tilt of ellipse in bigaus

The “bigaus” is actually based on the “ROOT::Math::bigaussian_pdf” function (you can use the “rho”, “sigmax” and “sigmay” parameters to calculate the principal axes, which are defined by the eigenvectors of the covariance matrix, and the semidiameters, which are the square-roots of its eigenvalues): { // ... create the function ... TF2 *f = new TF2("f", "[0] * ROOT::Math::bigaussian_pdf(x, y, [2], [4], [5], [1], [3])", -10., 10., -10., 10.); f->SetParNames("constant", "x0", "sigmax", "y0"…

so not really a onliner solution yet, but PRs are welcome