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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- @Since( "1.3.0" )
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- MultivariateGaussian.scala
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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
- Annotations
- @Since( "1.3.0" )
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val
mu: Vector
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- @Since( "1.3.0" )
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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( "1.3.0" )
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val
sigma: Matrix
- Annotations
- @Since( "1.3.0" )