class MultivariateGaussian extends Serializable
This class provides basic functionality for a Multivariate Gaussian (Normal) Distribution. In the event that the covariance matrix is singular, the density will be computed in a reduced dimensional subspace under which the distribution is supported. (see here)
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- @Since( "2.0.0" ) @DeveloperApi()
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- MultivariateGaussian.scala
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val
cov: Matrix
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- @Since( "2.0.0" )
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def
logpdf(x: Vector): Double
Returns the log-density of this multivariate Gaussian at given point, x
Returns the log-density of this multivariate Gaussian at given point, x
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- @Since( "2.0.0" )
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val
mean: Vector
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- @Since( "2.0.0" )
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def
pdf(x: Vector): Double
Returns density of this multivariate Gaussian at given point, x
Returns density of this multivariate Gaussian at given point, x
- Annotations
- @Since( "2.0.0" )