public class MultivariateGaussian
extends Object
implements scala.Serializable
param: mu The mean vector of the distribution param: sigma The covariance matrix of the distribution
Constructor and Description |
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MultivariateGaussian(Vector mu,
Matrix sigma) |
Modifier and Type | Method and Description |
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double |
logpdf(Vector x)
Returns the log-density of this multivariate Gaussian at given point, x
|
Vector |
mu() |
double |
pdf(Vector x)
Returns density of this multivariate Gaussian at given point, x
|
Matrix |
sigma() |
public double logpdf(Vector x)
x
- (undocumented)public Vector mu()
public double pdf(Vector x)
x
- (undocumented)public Matrix sigma()