MultivariateGaussian

class pyspark.ml.stat.MultivariateGaussian(mean: pyspark.ml.linalg.Vector, cov: pyspark.ml.linalg.Matrix)[source]

Represents a (mean, cov) tuple

New in version 3.0.0.

Examples

>>> from pyspark.ml.linalg import DenseMatrix, Vectors
>>> from pyspark.ml.stat import MultivariateGaussian
>>> m = MultivariateGaussian(Vectors.dense([11,12]), DenseMatrix(2, 2, (1.0, 3.0, 5.0, 2.0)))
>>> (m.mean, m.cov.toArray())
(DenseVector([11.0, 12.0]), array([[ 1.,  5.],
       [ 3.,  2.]]))