Function rgsl::randist::bivariate_gaussian::gaussian_pdf

pub fn gaussian_pdf(x: f64, y: f64, sigma_x: f64, sigma_y: f64, rho: f64) -> f64

This function computes the probability density p(x,y) at (x,y) for a bivariate Gaussian distribution with standard deviations sigma_x, sigma_y and correlation coefficient rho, using the formula given above.