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 Degenerate case in Multivariate normal distribution (Wikipedia))
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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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mu: Vector
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pdf(x: Vector): Double
Returns density of this multivariate Gaussian at given point, x
Returns density of this multivariate Gaussian at given point, x
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sigma: Matrix
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