LinearMultivariateGaussianGaussian

---

final class LinearMultivariateGaussianGaussian(a:Expression<Real[_]>, m:MultivariateGaussian, c:Expression<Real>, s2:Expression<Real>) < Gaussian(dot(a, m.μ) + c, dot(a, canonical(m.Σ) * a) + s2)

Multivariate linear-Gaussian-Gaussian distribution.

Factory Functions

Name	Description
LinearMultivariateGaussianGaussian

Member Variables

Name	Description
a:Expression<Real[_]>	Scale.
m:MultivariateGaussian	Mean.
c:Expression<Real>	Offset.
s2:Expression<Real>	Likelihood covariance.

Factory Function Details

function LinearMultivariateGaussianGaussian(a:Expression<Real[_]>, μ:MultivariateGaussian, c:Expression<Real>, σ2:Expression<Real>) -> LinearMultivariateGaussianGaussian