LinearMultivariateGaussianMultivariateGaussian

---

final class LinearMultivariateGaussianMultivariateGaussian(A:Expression<Real[_,_]>, m:MultivariateGaussian, c:Expression<Real[_]>, S:Expression<LLT>) < MultivariateGaussian(A * m.μ + c, llt(A * canonical(m.Σ) * transpose(A) + canonical(S)))

Multivariate linear-Gaussian-Gaussian distribution.

Factory Functions

Name	Description
LinearMultivariateGaussianMultivariateGaussian

Member Variables

Name	Description
A:Expression<Real[_,_]>	Scale.
m:MultivariateGaussian	Mean.
c:Expression<Real[_]>	Offset.
S:Expression<LLT>	Likelihood covariance.

Factory Function Details

function LinearMultivariateGaussianMultivariateGaussian(A:Expression<Real[_,_]>, μ:MultivariateGaussian, c:Expression<Real[_]>, Σ:Expression<LLT>) -> LinearMultivariateGaussianMultivariateGaussian